A really rubbish joke that nobody understands or laughs at. These jokes are often said at an awkward moment to avoid something. This results in the person that said the joke being laughed at for being such an idiot. Another form of Nicky-Joke is the reply of "Thats what she said" after something not rude.
Whats the difference between Basil brush and a terrorist?" , "The terrorist only goes boom once" , "Oh for god sake, not another nicky-joke" or "Woah! man, thats huge" , "Thats what she said" , "Stop the damn nicky-jokes -.-".