A pun is otherwise known as a play on words and is often when one character says something that is deliberately misinterpreted by another character, who shows his or her wit by doing this. We can see this in play in the very first exchange between Petruchio and Grumio in Act I scene 2, as Petrucio enters and asks his erstwhile servant to "knock" on the door of Hortensio's house to altert him to their arrival. Note how Grumio responds:
Knock, sir? Whom should I knock? Is there any man has rebused your worship?
Of course, Grumio is wilfully misinterpreting the word "knock," taking it to mean hit or punch, which is why he asks "whom" he should "knock" and if there is anyone who has insulted Petruchio. Grumio seems to play the stereotypical role of a witty Shakesperian servant who engages in such banter with his master, who is not much better.