The funniest thing he’s ever been privy to hearing was a poker game he attended, between Integra, Alucard, Walter, himself, and Sir Penwood. Everyone kinda forgot he was there, and Walter, Alucard, and Integra got so competitive that the whole affair resulted in a shouting match. Alucard still thinks it’s funny, Walter’s still sore over it.
As to what normal people do that confuses him, these range from the silly to serious. He has no idea how people enjoy chocolate, he’s got such a disdain for the substance. He doesn’t understand the appeal of a movie theater as opposed to watching movies at home with friends and family.
As for the more serious stuff he doesn’t understand: He’s actually had these visions for long enough that he frequently forgets what it’s like to sleep and have proper dreams, not see the future, so sometimes when people talk about their dreams he just thinks “What the hell is wrong with you?” Claude also has no idea why more people don’t freak out when they’re around fire. Yes, fire. He has an intense fear of fire, so everything from lighters to barbecues makes him panicky (though he’s been getting help to ameliorate these fears and make them less serious).