У европейцев говорят что аисты приносят младенцев.  

Деннис Дей (Dennis Day) (1916 - 1988), певец и комик, однажды рассказал эту шутку:

"Everyone's afraid of my mother.  When I was born, the stork left me a block away from the house. Good thing I knew the address."

http://www.quotes.net/mquote/902787

Юмор находится в том, что даже аист боялся матери Дея, и из-за страха сбросил Дея в квартале от дома его родителей.

Help me to understand the joke,please)

It is a joke about the stork which is a large white bird that brings babies home. This is what parents say in some English speaking countries to their young children when they ask where babies come from.

In the story the stork doesn't make mistakes and brings the right baby to the right house, but here he made a mistake. I think it could mean that the baby wasn't supposed to live, or could mean that he was adopted or maybe another meaning.

so in short, the joke is about the stork making a mistake and the baby who knew the right address :D