The answer to the joke "Why couldn't the chicken find her egg?" is "Because she mislaid them." The joke makes a pun on the word "lay," as in a chicken laying eggs, by adding the prefix "mis-" to it. Mislay means "to lose temporarily."
A pun is a phrase or use of words that deliberately exploits confusion between two similar-sounding words or between two senses of the same word for humorous or rhetorical effect. Puns are a form of word play. A "perfect pun" uses word pairs that sound exactly alike or two senses of the same word. An "imperfect pun" uses two words that sound similar, but not identical.