It's a prank riddle. Basically you make two statements about building bridges. They can be from anywhere and to anywhere else. My nose to your forehead, Baltimore to Seattle, it makes no difference. In one sentence, you use the word "okay" and in the other you don't. The sentence with "okay" in it produces a good bridge. The sentence that doesn't, doesn't.

When you ask a person to build their own bridge, if they say "okay" in the sentence, it's a good bridge. If they don't, it's a bad bridge and it falls down. This setup is built to make people frustrated because "okay" is one of those filler words that people don't really pay attention to in sentences.

I've also heard of a similar setup where a person hands an object to another person (again, the object doesn't matter) and says "This is a bean, okay?" And if the recipient says "okay" then they have done the task correctly and can pass it along to another person, declaring the object is something else. If the receiver doesn't say "okay," then something went wrong and one of the people who is in on the joke interrupts and starts the process again. with a new object.