I was curious about this little brain game, so I played along to find the joke. This is a dirty joke to play on someone like me

, agnostic that I am. So, I need to understand how this works...anybody?
When you get to the part when your eyes are closed, keep them closed until you are thinking, "I can't believe this"
http://www.funnyjunk.com/funny_pictures/2015/Sweet/Sweet