I'm not naive... and I can't pretend like talking skeletons are normal where I come from

[They don't exist outside of horror films or cartoons]

I guess somehow I've been here so long enough that 'skeleton' is far from the first thing I think when I see you.

[And the way they first met 'bad joke' and 'prank' managed to be the first impressions that got in there before the shock of 'oh my god the skeleton is speaking to me'. Being dazed from the coliseum probably helped as well.]

I'm sorry to tell you this, Sans, but a talking skeleton has nothing on an octopus-shark.

[Its a weak attempt at a joke]