I've heard another version of this joke:
There was a brunette, a red-head and a blonde who were discussing what other places beyond earth they would like to visit someday. The brunette says "I'd like to go to the moon someday, it must be so exciting being up there".Then the red-head says "when it's made possible, i'd like to visit Mars, it's a really interesting planet". Finally, the blonde exclaims "I wanna go to the sun!". Surprised, both brunette and red-head say, "What?? To the sun? Do you want to burn to death??". The blonde looks at them with a smirk on her face and says, "Doh! I'm gonna go at night!"