Mel is pissed off as a ghost is playing a trick on her making her meet his ex-wife for a useless thing, so she yells like "let me in on the joke". What is "let me in on the joke"? Please let me join in this trick?
g.w
Mel-You think this is funny? Making me tell that poor woman
that her husband is dead?
Let me in on the joke, pal. This doesn't mean that i believe any of this.
Generally it's said by someone who realises that everyone else in the situation is finding something very funny but they themselves can't see anything funny. "To let someone in on something" means to tell them a secret, "Let me in on the joke" means "Tell me what this secret joke is that you're all laughing at".
I think it could be either of the above answers- the secret or unknown information required to understand, or an explanation of where the humour is.