"Hey man, where's your bagpipes?"
Odd; I never get that one.

One that I do get quite often is "Hey man, what's that knife in your sock?"

A sgian dubh. In Gaelic it means "black knife", and is historically a small utility knife originally used for (1) skinning, (2) eating (the fork wasn't introduced to Great Britain until the beginning of the 18th Century, and not widely adopted by all classes in the Scottish Highlands until much later than that), or (3) self-defense (possibly evolved from the sgian achlais, an armpit dagger), depending upon which story you believe.
As early as the 1600's many dirks had smaller knives incorporated into their sheaths, and several matched sets of gralloch knives exist, usually comprising a large hunting (gralloch) knife for gutting and a smaller companion skinning knife. The oldest known knives that generally match the pattern of a sgian dubh were utilitarian and roughly made, usually with antler hilts and brass fittings; similar to gralloch knives. There's the story that originally many Highland officers wouldn't wear sgian dubhs as they were gentlemen, wearing such a thing was beneath their station; those were for servants ("ghillies").
If sgian dubh were derived from sgian achlais, and the custom of wearing them in the hose top derived from exposing hidden weapons as a gesture of your good will and peaceful intent, that's also hard to say, as no sgian achlais (or their presumably shoulder-holster-like scabbards) are known definitively to exist. Also, much of the power of concealed weapons lies in their remaining concealed; I think it highly unlikely that many at that time would voluntarily abandon any advantage of uncertainty and surprise by "showing their hand" and intentionally revealing hidden weapons for such a romantic Victorian notion. Anyway, I've always been skeptical of the idea that the sgian dubh was derived from some sort of weapon anyway. That would imply that in a country that developed the four-foot-long claidheamh mòr and the Lochaber axe, during a time of reivers, highwaymen, intergenerational clan rivalries and blood feuds, people expected to routinely defend themselves with something akin to a paring knife.

The silly ones usually don't ask me many questions after that...