Taking a joke literally means that the listener interprets the words in the joke in a serious, word-for-word sense. So all of the adjectives listed above apply, the strongest of which I would say are "humourless or serious". Understanding the use of the words in a joke requires the listener to understand metaphors, puns, innuendo, turns of phrase, or plays on words, and the ability to interpret or appreciate tone and motive. Taking a joke literally would cause people to say that the listener has no sense of humour. Understanding a joke in a non-literal sense (figurative/non-realistic sense) requires the listener to be able to differentiate between literal and figurative or non-serious uses, in much the same way that an idiom should not be taken literally, e.g., "pull your socks up" has nothing to do with your socks. I've not heard of people taking a joke literally, although some mental diseases or disabilities may cause a person to take everything literally. However, I have often heard of people taking a joke "personally", usually resulting in hurt feelings. Is there any chance that you were referring to "taking a joke personally"?

Humorless. Definition from Longman Dictionary of Contemporary English: hu‧mour‧less British English , humorless American English / hjumələs $ hjumər-,ju- / adjective too serious and not able to laugh at things that other people think are funny

touchy

Why are you going to "call " ? ... don't call them anymore =D ... they are boring !! ^^ ( I guess everybody says every adjective possible, I agree with "naive" the most) Personally, I would say : DOOOOOOOOOOOHHHH =p It's very expressive.

They could be 'naive' and 'simple-minded'. They could be 'serious', 'humourless' and have 'no sense of humour'. They could be 'stupid' or 'dumb'.