hair
Explanation
The Joke
A woman in bed notices a hair on the dresser and angrily declares, "What the -- that hair on the dresser isn't mine!" She confronts her partner, accusing him: "You've been seeing Medusa again, haven't you?!" The man, now revealed to be completely bald and turning to stone, flatly responds, "You are so paranoid."
The comic takes the classic sitcom trope of a suspicious partner finding a stray hair as evidence of infidelity and gives it a mythological twist. In the normal version, finding someone else's hair is circumstantial evidence of cheating. Here, the "other woman" is Medusa, the Greek monster whose gaze turns people to stone and whose head is covered in snakes instead of hair. The man's denial rings especially hollow because he is visibly turning to stone -- the most damning evidence possible that he has, in fact, been looking at Medusa.
The Humor
The comedy comes from the juxtaposition of a mundane domestic argument with Greek mythology. The man's gaslighting response ("You are so paranoid") is made absurd by the fact that he is literally petrifying, which is about as clear-cut proof of guilt as one could imagine. It is a play on the idea that some cheaters will deny the obvious no matter how overwhelming the evidence. Additionally, finding a "hair" belonging to Medusa is funny because Medusa's "hair" would be snakes, making it even more conspicuous than a regular stray hair.
References
Medusa is a figure from Greek mythology, one of the three Gorgons. In the most well-known version of the myth, anyone who looked directly at Medusa would be turned to stone. She was famously slain by the hero Perseus.