Pretending to be stupid is a very old comedy device. The Greeks called it eiron, and irony comes from the same word. The Socratic method in philosophy also depends on it.

The idea is to unsettle the assumptions of your dialogue partner by questioning or simply not sharing his basic assumptions. This unsettling can be satiric (to show up the other person as stupid) or dialectic (by denying the assumption to find new truths).

For example, in Ali G's sketch DANGEROUS, Ali, pretending to be a stupid street kid, interviews a Professor from the National Poison Information Centre about drugs. Ali's pretended stupidity ("Does Class A drugs absolutely guarantee that they is better quality?") elicits a response that makes drugs look like any other consumer article.