John Paul Jones

John Paul Jones was a famous Scottish sailor during the Revolutionary War. He is most famous for his line that his statement he made to a British captain that he was being ordered to surrender by. He told the captain: "I have not yet begun to fight!"

Mr. Mxyzptlk quotes his line, referring to him as an American (which he wasn't, he was Scottish) and quoting it as "I have not yet begun to joke!" It's possible he called him American because he served in the U.S. Navy.