There's is a saying "If everyone else jumped off a cliff would you?" You can also say bridge, or different versions but cliff is a popular one. It just means that just because other people are doing something (especially something foolishness or dangerous) doesn't mean you should. Since "Cliff" is also a name, the joke is that the dad messed up a common phrase so that doesn't make sense in its original meaning.
maybe someone who knows better can give a better explanation