Humour?

I've seem variants of this joke in multiple places. I totally don't get it.

This guy walks into a doctors office and his head is big and orange. The doctor says "Good god man, you've got a big orange head! How did this happen?" Guy starts to tell his story.

Well doctor, the other day I was walking along the beach when I notice a piece of metal sticking out of the sand. I picked it up and it was a lamp. I brushed off the sand and *poof* out pops a genie who says he will grant me three wishes. I say genie for my first wish I want a bank account with 10 billion dollars. Genie says *poof* and hands the me a card with a account number and routing number to a bank account with 10 billion dollars. So then I said genie for my second wish I want to be married to the most beautiful woman in the world and I want her to be madly in love with me. All of a sudden *poof* I'm standing next to the most beautiful woman in the world, and in her hand she has a marriage certificate.

At this point in the story the guy turns to the doctor and says "Doctor, I think this is the point where I went wrong. I turned to the genie and said 'Genie for my third wish I want a big orange head!'"

What am I missing?
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In contrast, this one I do get.

Saint Peter is checking people in to Heaven, and he's getting a bit tired. After all, this never ends! He sees Jesus walking by and asks if he'd mind taking a turn while he goes off on a break. Jesus, being a nice guy, says sure, and so he settles into the chair and presses on, people from all the ages of history coming up, one by one. In a while, an elderly, apparently poor man comes up, and mentions that he is very glad to be there, because he wants to find his son, the light of his life. Jesus nods in sympathy, and, noticing the man's calloused hands, asks what he did in life.
I was sort of a carpenter, you might say, the man replies.
Your son, too? Jesus asks.
No, no -- he wasn't meant to do that. And he died so young. But I am sure he's here, and I want to see him just as soon as I can.
Jesus smiles. I'm sure you will, he says, but you know, Heaven is a very big place. It might take a bit to find him.
The man shakes his head. Oh, I don't think so. You see, my son is rather -- distinctive. He's got holes in his hands.
Jesus's eyes widen. Holes? In his hands?
Yes, the man says -- from the nails.
Nails? Excited, Jesus leaps to his feet. Nails? And you were - a carpenter? Oh my goodness -- Jesus runs around the desk and grasps the man. Dad! Dad!
The man stares, surprised:
Pinocchio?