The joke focuses on Mandvi not realizing that some people lie about their identities online: "This place is all about trust," Mandvi says. "If we thought that people might not be who they say they are, the whole world would fall apart."
But hey, Jon Stewart, joke's on you – as a few viewers point out, Mandvi is in an impossible starting area for a dwarf, he has priest spells instead of paladin ones and he's dressed as a night elf rather than a dwarf. Take that. Watch the entire episode here and the WoW clip after the break.