"Not-jokes" were made popular long before the Borat movie, namely in the movie "Wayne's World" from 1992.
Filled with pop culture references, the sketches and film started catchphrases such as "Schwing!" and "Schyea", as well as popularizing "That's what she said", "Party on!" and the use of "...Not!" after apparently affirmative sentences in order to state the contrary (as used by the metal band Anthrax in the late 1980s and early 1990s). This form of joke became known as "not joke".