I stayed up all night wondering where the sun went.

This joke shines by expertly employing wordplay, specifically a pun. The punchline, "Then it dawned on me," brilliantly uses the word "dawned" in two distinct ways. On one hand, it refers to the literal rising of the sun, which is the very thing the joke's protagonist was apparently pondering all night. On the other, and this is where the humor truly kicks in, "it dawned on me" is a common idiom meaning "I suddenly understood" or "I realized." The comedic satisfaction comes from this clever double meaning, resolving the setup's apparent confusion with a literal event that also signifies an epiphany.

The concept of the sun's daily journey across the sky and its disappearance at night is one of humanity's oldest observations, leading to countless myths and scientific inquiries throughout history. The phrase "it dawned on me" itself has been a part of the English language for centuries, capturing that universal experience of a sudden moment of clarity. This joke takes that age-old celestial event and that familiar expression of understanding, then fuses them into a simple, elegant piece of humor that often resonates with the straightforward fun found in schoolyard riddles and puns.