A metajoke is a joke that references itself as a joke.
Here's an example:
An Englishman, an Irishman, and a Scotsman walk into a bar. The bartender turns to them, takes one look, and says "What is this - some kind of joke?"
Or for all you scientists:
An engineer, a physicist and a mathematician find themselves in an
anecdote, indeed an anecdote quite similar to many that you have
no doubt already heard. After some observations and rough calculations
the engineer realizes the situation and starts laughing. A few
minutes later the physicist understands too and chuckles to himself
happily as he now has enough experimental evidence to publish a
paper. This leaves the mathematician somewhat perplexed, as he
had observed right away that he was the subject of an anecdote,
and deduced quite rapidly the presence of humour from similar
anecdotes, but considers this anecdote to be too trivial a corollary
to be significant, let alone funny. (Source)