Never trust a man who, when left alone in a room with a tea cozy, doesn't try it on.

Connolly’s joke plays on a stereotype of masculine reserve by proposing a whimsical “test” of character: a trustworthy man is one who, when unobserved, can’t resist a harmless bit of silliness—trying on a tea cozy like a hat. The humor comes from the absurd specificity of the scenario and from the mock-serious moral framing (“Never trust…”). Beneath the gag is a comic endorsement of playfulness, curiosity, and freedom from self-consciousness. It suggests that people who can laugh at themselves and indulge in small, private absurdities may be more genuine than those who rigidly police their image.