I went to the doctor because I thought I was a ghost.

This joke gets its chuckle from a clever bit of wordplay, specifically a pun on the word "substance." When someone thinks they're a ghost, the immediate thought is their lack of physical form, their ethereal nature – they have no substance in a literal, tangible sense. The doctor's diagnosis, "a lack of substance," cleverly echoes this idea, but in a way that sounds like a legitimate, albeit vague, medical finding, playing on the word's dual meaning of physical presence and essential quality or importance.

The humor also comes from the absurdity of a doctor, a person of science and medicine, engaging with a patient's belief that they are a supernatural (Review) entity. Doctors are trained to diagnose physical ailments, not spectral ones. The punchline delivers a satisfying twist by providing a "medical" explanation that perfectly fits the ghost premise, essentially diagnosing the patient with being exactly what they think they are, but in a roundabout, punny way. It's a fun take on the age-old concept of ghosts lacking any solid presence.