I think in my case, I had no choice but to have a good sense of humor. I grew up with my dad, Danny Thomas, and George Burns and Bob Hope and Milton Berle and Sid Caesar and all those guys were at our house all the time and telling jokes and making each other laugh.

This quote is talking about the speaker’s upbringing. The speaker’s father, Danny Thomas, was friends with many famous comedians. Because of this, comedians like George Burns, Bob Hope, Milton Berle, and Sid Caesar were often at the speaker’s house. The speaker watched these comedians joking around and making each other laugh, which likely had an influence on them. As a result, they had to develop a “good sense of humor” in order to fit in.