A pun is a play on words, sometimes meant as a joke and sometimes meant to be clever. An example of a pun is to say that needles really get under my skin. This implies that they irritate you or you hate them, but also the obvious fact that they do get under your skin. You can find more information here: http://www.sil.org/linguistics/GlossaryOfLinguisticTerms/WhatIsAPun.htm