The joke is that Bill is so convinced this is all part of a theatrical prank, he's doesn't realize he's actually living dangerously with woman of mystery, Joanne Whalley. As far as he's concerned, this is some murder mystery weekend. What really hurts is seeing Murray squandering his deadpan talent on such repetitious drivel. That's just what the picture becomes when the writers feebly keep resuscitating the mistaken identity ploy long after the novelty wears off like a quick fix of novocaine. Bill's misadventures in cluelessness are nothing to rave about.
Nobody is that dumb.
For diehard Bill Murray fans determined to see this movie no matter what, the less they know, the better.