Q: What music frightens balloons?
A: Pop music!

Explanation: When balloons explode, we say they pop.  If you stick a pin in a balloon, it pops.  If balloons had feelings, I am pretty sure that they would be scared of things that make the pop.

‘Pop’ is also a type of music, originally from the term ‘popular music.’  Pop music now refers to music that is commercial (sells a lot), usually upbeat, and uses a verse/chorus format.  Yea, that’s probably too much information.  (By the way, pop can also mean father, and soda.)

This joke is funny because it plays with the word pop–both a type of music and an action that end the life of a balloon.  There is a lot of famous pop music.  Here is one of the pop music examples from the list (#26) in the previous links: