Back in season one, Tyrion said the same opening line during his trial in the Eyrie.
When Tyrion was captured by Catelyn Tully for the attempted murder of Bran, he was taken to the Eyrie. There he was forced to confess his crimes. But instead of talking about Bran, Tyrion chose to admit to silly instances of pranks he pulled as a child. The last thing he says, before getting cut off by Lysa Arryn, was: "I once brought a jacka-- and a honeycomb into a brothel."
Maybe we'll finding hear the punchline before the series ends.