Paraprosdokian

A paraprosdokian is a figure of speech in which the latter part of a sentence or phrase is surprising or unexpected in a way that causes the reader or listener to re-frame or re-interpret the first part. It is frequently used for humorous or dramatic effect. For this reason, it is extremely popular among comedians and satirists.

You do not need a parachute to skydive. You only need a parachute to skydive twice.

Thanks to this blogling for leading me to a new word!
Some more examples:-

I asked God for a bike, but I know God doesn't work that way. So I stole a bike and asked for forgiveness.
Going to church doesn't make you a Christian any more than standing in a garage makes you a car.
The last thing I want to do is hurt you. But it's still on the list.
Light travels faster than sound. This is why some people appear bright until you hear them speak.
If I agreed with you, we'd both be wrong.
Knowledge is knowing a tomato is a fruit; Wisdom is not putting it in a fruit salad.
A bus station is where a bus stops. A train station is where a train stops. My desk is a work station.
I didn't say it was your fault; I said I was blaming you.
Why do Americans choose from just two people to run for president and 50 for Miss America?
Behind every successful man is his woman. Behind the fall of a successful man is usually another woman.
When tempted to fight fire with fire, remember that the Fire Department usually uses water.