Q: What did the math book say to the psychologist?
A: “Would you like to hear my problems?”

Explanation: A math book has problems, many math problems.  The purpose of a math book is to teach you how to think like a mathematician and to solve math problems.

A psychologist can help you with problems with feelings or behaviors; a psychologist cannot help you with math problems.

This joke is funny because it plays with two different ideas of problems: math problems and psychological problems.  And of course, math books can’t talk!