Garden Path sentence
From Wikicliki
"What has four wheels and flies?". The answer, "a garbage truck",
Garden path sentences are used in psycholinguistics to illustrate that human beings process language one word at a time. The name refers to the saying "to be led up the garden path", meaning "to be misled".
Other strange sentences
Buffalo buffalo Buffalo buffalo buffalo buffalo Buffalo buffalo
"Buffalo buffalo Buffalo buffalo buffalo buffalo Buffalo buffalo." is a grammatically correct sentence used as an example of how homonyms and homophones can be used to create complicated constructs.
'Buffalo bison whom other Buffalo bison bully themselves bully Buffalo bison'.