The riddle
Why Don't Skeletons Fight Each Other?
What guts means here
Everyday English uses "guts" for courage. A person with the guts to speak up is brave enough to do it, and a person without them stays quiet. The riddle says the skeletons keep the peace because they lack that nerve. The second sense is the pun: a skeleton is a frame of bones with nothing soft inside it, so the word fits twice over. A person who says they did not have the guts to try something is admitting to being afraid.
A frame of 206 bones
A grown person's skeleton has 206 bones. They hold the body up, give it a shape and give the muscles something to pull against, which is how a person moves at all. A skeleton in a joke, such as a Halloween decoration, is only that frame of bones, standing there with nothing else.
Other words for courage
Because the answer rests on a figure of speech, the riddle opens a talk about other idioms with the same meaning. To have the nerve or to have a backbone also means to be brave, and each one borrows a word for a part of the body. Ask the group for more, and compare which ones work as puns.
Another body word with two meanings
Plenty of riddles take a word for a body part and use its other meaning. The riddle about an eye that cannot see does it with the eye, and its answer is not an animal.