The riddle
What Do You Call a Man With a Rubber Toe?
Rubber toe, Roberto
Say the two aloud and listen to the consonants. Rubber toe has an r, a b, an r and a t, and Roberto has the same four sounds in the same order. The vowels are the difference: rubber begins with a short u and Roberto with an o, though the endings, toe and to, match. The joke leans on the consonants, and that is enough for a pun about a name. Asked slowly, the question gives the listener time to run through first names before the answer lands.
Where Roberto comes from
Wikipedia says Robert is a Germanic name built from words for fame and bright, usually glossed as fame-bright or glory-bright. Related forms include Old High German Hrodebert and Old Dutch Robrecht, and Rupert is a common variant. Italian, Portuguese and Spanish use the form Roberto, and the feminine is Roberta. The riddle borrows a name that is common across those languages.
Names as punchlines
A name pun gives a shape to many jokes: describe something in the question, then name a person whose name sounds like the description. A man standing in a pile of dry leaves could be called Russell, since Russell and rustle sound alike. For another riddle best told with a straight face, try the man on London Bridge who tipped his hat.
Make your own
Start with the name and work backward. Pick a name, say it slowly, and listen for an object or a short phrase hidden inside. Then write a question that describes the phrase. The best ones need no explaining.