Q: What kind of shoes does a ninja wear?
Explanation: A very long time ago in Japan, ninjas worked as secret agents for the government; they were spies who were trained in the martial art of ninjutsu. They were known for being very quiet when they worked so that no one would hear them; ninjas sneak around quietly. To sneak (verb) means to go quietly so that no one will hear you.
Sneakers (noun) is another word for tennis shoes or running shoes.
This joke is funny because it plays with the word sneaker: Both a type of shoe and someone who sneaks.
Do Teenage Mutant Ninja Turtles wear sneakers?