A bit of history to help understand the context:
When JW was younger, he always told us that his dad died in the ocean. We were never quite sure where he got that idea; but, he was convinced that the ocean was involved in his dad's death and that remained his story for quite sometime.
Today, John Wesley was enlightening us to all of the things that are worse than dying. His short list included cancer, to which he added, "My first daddy died from cancer."
Jordan said, "I thought your dad died in the ocean?"
At that, JW whipped his head around with his eyes as big as saucers and retorted, "WHAT?!!?? My dad's not from Bethlehem! He wasn't one of those 'walk on water' guys!" (As if being one of those guys is an incredible insult!)
That dude is funny! Ridiculous. But funny.