So I started a new game the other day and I noticed some jokes about the game,

Faringar Whiterun's court wizard makes a joke about going on a fetch quest when he sends you to Bleak falls barrow.

Ulfric's right hand man makes a joke about beating you to the tomb where the jagged crown, he says I bet i'll beat you there even though your leaving before me"

I found these jokes to be pretty funny work by the devs , anyone else know of any other NPCs making jokes about the game?

There was one in Morrowind for the Sadrith Mora Mages' Guild. In the journal, you note how the Ashlander mysteriously beat you back to the Guild Hall, IIRC.