Probably not the most stupid thing I've said, but it's the first that comes to my mind.
When I was a kid me and my parents were at a western theme park, and then there was this train robbery there. One of the bandits then stand in front of me and say "put your hands up!" and I respond with "I don't have any!", all while my father videotaped the whole scene with the camera and something my parents always enjoy to show when I bring a new girlfriend over to their place or whatever

In my defense, he did use a slang word for hands, so he didn't say hands but mitts (labbarna), so I didn't know what he meant
