Or is it a relatively new thing?
Is there a first joke?
Aren’t there jokes in Shakespeare and in Greek tragedies? How far back would it even be possible to go? What types of jokes are you thinking of? “Guy walks into a bar …” kind of things, or pratfalls? If the latter, I’m sure people have been slipping on banana peels for about a bajillion years.
Well…
Setting: Pleistocene era. Two guys around campfire.
Gar: Hey Urg, knock knock!
Urg: Who’s there?
Gar: Og!
Urg: Og who?
Gar: Og smash!!! (hits Gar with club)
Urg: Heh heh heh… (falls down in a heap)
The Master speaks.
http://www.straightdope.com/classics/a5_244.html
Civilization.
Second joke: you ever heard the one about Ug, his mother-in-law, and the saber-toothed tiger? 
Come on people.
No more jokes.
This is a serious question.
Isn’t humor an essential part of what makes us human?
Do jokes define humor?
Again, it depends on how you define ‘joke.’ I think a joke is any statement or action meant to be taken humorously, and I think humans have always been making jokes. I wouldn’t be surprised if the higher nonhuman primates make jokes, as a matter of fact.
Leaning into GD territory now…
Are pratfalls jokes? Do jokes have to be intentional? I’m sure chimps laugh at one of their own slipping on a banana peel.
But yes, I would say that all human societies have had humor in some form or another.