Sometimes when I’m joking, I will mostly say jokes like "There's a cockroach on your shoulder!" when there isn’t. I like to use sarcasm too. Are these jokes counted as sin? Is sarcasm bad?
Lying is always wrong. "But for the cowardly and unbelieving and abominable and murderers and immoral persons and sorcerers and idolaters and all liars, their part will be in the lake that burns with fire and brimstone, which is the second death" (Revelation 21:8). Therefore, using a lie for a joke would also be wrong.
But this doesn't mean you can't fool people. For example, someone walked by my granddaughter and told her that her shoes were tied. Of course, she looked down and then realized that she was wearing boots that have no laces. "Made you look!" I remember a young man who had not been in the area for a while walked in. Another person joyously greeted him and then with a concerned look said, "You have something on your lip." He immediately checked and then realized that he had grown a mustache and that was what the person was referring to and not that he had a piece of breakfast on his lips. None of these involved lies. They counted on people forgetting.
Sarcasm can be used appropriately. See Is all sarcasm sin?