Think of Something that Leads to the Above Response

[NebulaChimera2211]

Remember to keep to the rules and to have both a setup to the previous response and a new response in your post.
Other than that, your setup to the previous response can be anything, as can your new response.
Have fun!

Example rounds

Player 1: To get to the other side.

Player 2: Why did the chicken cross the road?
Burn it.

Player 3: I found some evidence you left behind.
A mouse, obviously.

Player 4: I'm unarmed and in a cage full of elephants. What should I use to defend myself?
And so on.

I'll start.

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Can you explain how this game works, please?

A blue whale.