Fridge Brilliance: Weird Al generally doesn't take cheap shots, so it's sort of unfitting when he makes not one, but two borderline homophobic jokes in the same song: Couch Potato. Recall the original artist of that tune.
"Perform This Way" is a Lady Gaga parody, and at one point, Al is seen wearing a peacock costume. Peacocks are known to flaunt their weird colorful tail feathers in order to gain attention and show off. Lady Gaga does exactly that, except she doesn't have feathers. Usually.
Even better, he performs "Perform This Way" live on tour...in said peacock costume.
Al became a vegan in 1992. So every song about food he's recorded since 1992 is probably about one he doesn't even eat.
Al does guest vocals on a track on Mike Phirman's album The Very Last Songs I Will Ever Record (Part One). The character Al's portraying? Meat sold by street vendors, giving Mike a hard time for not eating it.
"Wanna B Ur Lovr" from the Poodle Hat album is an Intercourse with You song consisting entirely of cheesy, off-the-wall pickup lines that would never work on anyone in real life... EXCEPT other fans who had heard the song. Anyone who understood the context would love it, thus subverting its original intent as a parody of such songs, making it the perfect Intercourse with You song for Weird Al fans.
The narrator in "Everything You Know Is Wrong" is abducted by aliens who later offer to transport him back to any point in history that he would care to go, so he chooses last Thursday night so he could pay his phone bill on time. Why would he choose something that mundane when he could choose any point in history? Well, the aliens never said they'd return him to his own time afterwards, so he'd risk being stuck in some lousy time period for the rest of his life. He was completely unprepared for the time travel, so he couldn't for instance travel back one week and bring some lottery numbers with him. Reliving many years of his life might also be really boring and wouldn't be worth it unless he wanted to try to prevent some terrible incident.
In "Wanna B Ur Lovr", Al sings, "My lips are registered weapons. Can I invade your personal space?". That line might not make sense at first, but if you think about it, it actually does make sense: he's asking someone to kiss him.
"Weird Al" Yankovic's version of Peter and the Wolf invokes this with regard to the Duck being swallowed whole by the Wolf, and therefore being alive to have its Leit Motif played at the end, pointing out that this meant that the Duck died a slow, painful death as the Wolf's digestive juices broke him down. Of course, anyone could have had that reaction to the end of the original as well.