Guitar jokes are usually not about the instrument itself, but about guitarists…e.g., How do you get a guitarist to turn down his amp? Put sheet music in front of him.
And I understand that orchestral musicians tell viola jokes (about the musicians, not the instrument). Don’t know any off the top of my head, unfortunately.
Hi, gang, sorry I’m late dropping in to this. My internet connexion in my Paris pied à terre (see location) has been down for a week. Yes, life’s rough sometimes. I’ve been crying over my pain au chocolat and café au lait. 
In any event, à nos moutons. I’ll do it in two posts.
On the first question, are bagpipes hard? There are several different things required to play bagpipes. Individually, none of them is difficult. It’s doing them simultaneously that is difficult. They are a very frustrating intstrument to play, and I don’t play them well. I’m working at it, though, and when you get one of those breakthroughs, it’s very satisfying.
Playing the pipes involves all of the following:
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fingering the chanter. Fairly easy to get the basic scale down - there’s only “nine blasted notes”, after all. (Phrase comes from the title of a CD by a well-known piper.)
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however, the key to the fingering isn’t the basic scale - it’s the ornamentations that make pipers’ hair go grey, and makes publicans rub their hands with glee as the exhausted pipers approach the bar. There’s the basic grace notes - single notes played as accents. Then there are the combinations. There are several ornamentations with three grace notes: the grip, the doubles, the strikes, the birl. Then there’s the taorluath, with four grace notes squeezed between the two melody notes, and the monster crunluath, with seven grace notes in between the two melody notes. Mastering all of these is the mark of a very good piper; getting the basic ones right (not crushing, not racing, keeping to the tempo) is a challenge.
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then there’s blowing the damn thing. It’s true, there’s no embauchure. The sound is not made by your lips, but by the reeds: a double reed in the chanter, and a single reed in each of the drones. However, you need to develop a strong lip. Some reeds are easy to blow, some are hard, but you’re keeping four sets going simultaneously. That creates considerable pressure on your lips. You need to strengthen them to keep a seal on the chanter as you blow. Practice develops the muscles, but during a long practice session, the lips are usually what ends it - once they tire, you just can’t blow any more. Spit and dribble starts popping out around your lips - it’s a charming sight at the end of band practice :dubious: Practice, practice, practice…who knew there were muscles in your lips that can be strengthened??
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then there’s blowing the damn thing (no. 2) - keeping the bag inflated. As commented earlier in this thread, there’s no link between the blowing and the individual notes. You want a steady, regular blow (I try for every two bars). You have to “blow your arm off the bag” - that is, when you’re inhaling, you have to squeeze the bag just enough to compensate and keep the pressure steady, then blow hard enough to inflate the bag marginally, moving your arm away from your body, then repeat ad infinitum… (my massage therapist commented once that that rhythm is counter-intuitive - for most physical activities, you tend to bring your arms inward a bit at moment of stress, and let them out again as the stress releases - with pipes, you want the one arm to go out at the moment of stress, the blowing, then come in when you’re not blowing, all the while keeping the other arm still.)
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blowing the damn thing (no. 3) - it’s an aerobic work-out to keep that bag inflated, while walking. You have to develop endurance - again, through practice.
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now the music. As others have commented, the basic pipe music isn’t that difficult. The stuff that you hear most pipers playing is call the “light music” - the easier stuff. However, there are no little clippy things to hold your music, as there are in brass bands. Instead, you memorise each tune. The tunes are repetitive, playing certain parts repeatedly in different orders, with some variations, so it’s not like memorising a major classical piece, but it takes time and effort: by constant repetition, by singing the notes to yourself in the shower, by writing it out - so that when you’re playing, the mind and fingers just know what notes to hit without seeing the score.
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shall we discuss tuning? The pipes aren’t a single instument - they are four different instuments, the chanter and the three drones. All of them have to be tuned, and tuned to a pentatonic scale that does not match up easily with the classical scale that is the basis for most modern western music, such as the piano and the guitar, so you can’t use those instuments to help tune. You have to develop an ear for the unique bagpipe scale, and then learn the tricks of tuning the chanter and the three drones together. The chanter is tuned by moving the reed up and down a bit in the reed seat, by squeezing and shaving the reed if needed, and by taping the finger holes on the chanter - not covering up entirely, but just a bit on the edges to change the tone of each note just slightly. For the drones, each reed needs tinkering with, and then the length of the drone can be altered by twisting it up and down.
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on to the horrors of wet blowing. Because of the nature of the instrument, water condenses from your breath in the chanter, in the bag, and in the drones. If that moisture lands on any of the four reeds, that reed will start to go out of tune, and then eventually will shut down. Some pipers are particularly “wet” in their blowing and have major problems, others are “dry blowers” and don’t have to worry as much. But if you live in an area with a lot of humidity, or are blowing in low temperatures, the moisture problem can be significant anyway. There are lots of technical advances that have been made to address this issue, with bags made of modern materials, water traps of various sophistication, and so on, but it’s an issue.
So yes, taken all together, I would say the pipes are a difficult instrument to learn. I don’t know of any other instrument that has this combination of technical issues.
Which leads to the OP’s second question - is there a good “learn to play the bagpipes” web-site. Short answer: NO.
Nor can you learn them by yourself - that way lies frustration, madness and marital discord.
If you try to learn them by yourself, you will give up.
Get an instructor.
Here’s what one good piper has to say on the topic, in his article How to become a rotten piper:
And here’s his suggestions on How to Find an Instructor.
Simplest way to find an instructor in your area: go to the Dunsire Bagpipe Forums and post a question in the Beer Tent forum. You’ll get a friendly and helpful response.
I agree with both these posts. Good-natured ribbing amongst musicians about the quirks of their particular instruments is just part of the fun. (The drummers always have the best jokes about pipers… 
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However, the jokes about the bagpipes go beyond that. There are a lot of people who are not musicians and know nothing about the pipes, but think that by trotting out the same old tired joke to a piper who has heard it countless times before, they’re being fresh and witty.
They’re not. They’re being insulting jerks.
If they don’t like the instrument, fine. Their loss in my opinion, but chacun à son goût. But they should have the basic courtesy to respect those who find it a lovely instrument, and who believe that it produces some of the most emotionally charged instrumental music possible.
I am 50 and never gave up the dream to learn of the Pipes! I only had a short lesson as I was 16, and it stayed deep in me and now I know it shall be hard but I will have the craft and energy fer them ( “it be not the strength- but the Rythm!”)
Mr. Athena took them up at age 48, and he’s good enough at the moment to play in a band (if he wanted, which he doesn’t) and compete at probably grade 3 level, according to his instructor. Go for it!
And if properly played, they can awaken zombies from their sleep! 
I also enjoy bagpipe music and also find the jokes tiresome and annoying.
I think I will have to make a strong effort to go to the Highland Games in Dunedin this year.