"CFJ" or "Cool Funny Joke" basically refers to when a dumb ass broad is talking and your boyfriend cut that bitch off, and she mad because she can't vent.
Dumb ass broad: Wow, aren't I just the best girl ever?
Bf: What about my girl?
Dumb ass broad: That's cute, that's funny, that's a joke. That's "CFJ - Cool Funny Joke."
Where cool where you stay" is a Chinglish expression meaning "Go away and stay where it's cool!" It is used to dismiss someone or tell them to leave and not to bother you.
Person A: Hey, can I borrow your phone for a while?
Person B: No, I need it right now. Where cool where you stay!