Q: Why do skeletons stay so calm?
A: Because nothing gets under their skin!

Explanation: Happy Halloween!

To get under one’s skin is an idiom meaning that something bothers you.  If something gets under your skin, it nags at you, it irks you, it rubs you the wrong way; it bothers you.

Skeletons are all bone, no skin.  If you don’t have skin, nothing can get under you skin.

This joke is funny because it plays with the idiom to get under your skin. 

Here is Frank Sinatra singing I’ve Got You Under My Skin: