"Comedic wrongness" is the act of stating something obviously incorrect for the sake of absurd humor.
Comedic wrongness is a main staple of the humor on The First Podcast. The title of the show itself is, in fact, an example of it; the show is clearly not the first podcast ever.
On most episodes, neither Lars nor Joe will make any major attempt to be correct and honest about anything in particular, if it would be (in their estimation) more amusing to say incorrect things. This is dialed back, or dispensed with completely, for some more "serious" guests.
Kill Bill: "Is your full name Co-Host Joe?"
Joe: "No, it's actually Co-Host Joseph."The humor in this example comes from the fact that Joe should ostensibly correct him otherwise, but the issue he actually takes is with "Joe" itself being the issue.
Another example was the first episode with Chuck None, who stated a fondness for calling any restaurant he visited "In-N-Out Burger" just for the sake of being ridiculous.