One of my favorites comes from back when I was teaching high school French. It went something like this:
Étudiante: Someone told me that "R.S.V.P." is French. Is that true?
Moi: Oui, bien sûr! [Yes, of course!] The letters stand for "répondez, s'il vous plaît."
Étudiante: No way! Really?
Moi: Oui, vraiment. [Yes, really.] What did you think it means?
Étudiante: I always thought R.S.V.P. stood for "respond so very promptly."