I heard this from an uncle, a Church of England churchwarden, when I was a boy. You have to think back 100 years to bishops' palaces, rectories, breakfast eaten from the sideboard, standing or walking, and cold houses with big fires.
For obvious reasons, the joke doesn't work for a Catholic Bishop.
The bishop has four sons, three are Rectors in good livings, and one is an army major. It was the bishop's 60th birthday yesterday, and he and his four sons had a feast.
Now today, at 10 am, the bishop is standing before a roaring fire, warming his nether regions and waiting for his sons to come down.
"Ah, Matthew, good morning my boy! And have you slept well?"
"Good morning father! Very well, thank you, and I had a beautiful dream. I dreamed I was in Heaven, and, do you know, it was wonderful, just like home."
"Splendid, my boy. Help yourself to breakfast and join me at the fire."
The second son comes down.
"Ah, Mark, good morning my boy! And have you slept well? Did you too have a dream?"
"Good morning father! Strange you should ask. I had a beautiful dream. I was in Heaven, and, do you know, it was just like home."
Father and two sons now in front of the roaring fire.
The third son, John, arrives.
"Good morning etc etc...."
Same story, same beautiful dream. Four clergymen now in front of the fire.
A door slams upstairs. Stamping, stumbling on the stairs. Enter fourth son.
"Ah, Ralph, good morning my boy! And have you slept well?"
"Not at all. I had a terrible nightmare. God, I feel foul."
"A nightmare? My goodness. What was it about?"
"Dammit, I dreamed I was in Hell!"
"And what was it like?"
Ghastly Just like home. Couldn't see the fire for priests"