Well don't worry its not usually funny like HAHAHAHA either, but more like "hehe! That's funny cuz its true" :P So you're not missing much, and if you keep learning like you are, you should be able to get other things as wellWell, I think I understand it intellectually, but it's not funny for me, because I have no reference point.
Another thing they touched on in the South park movie was how Canadians always say "Eh?"
And yeah, I could (and do) make fun of people from Texas as well :P.