I'm going to make an inappropriate joke to my coworker
I wouldn't recommend that. Why do you have an urge to make an innapropriate joke?
Because she's so unfunny in the office all the time
I understand you want to lighten the mood at the office a bit, but doing it by making inappropriate jokes is a bad way to do it.  It might end up with you getting in trouble.
Nevermind, I will keep it to myself.
I am sorry if you got disheartened, but not saying inappropriate jokes is the way to go. There can be a lot of material for you to joke about in your office, maybe some mundane things that you find funny or any inside jokes you may have with your coworkers are going to be more funny and will be better received.