Weight is determined by multiplying mass by gravity. So if mass is 0, weight must also always be 0. The converse isn't necessarily true, though, because you could be weightless, but still have mass as long as gravity is 0. But actually, this is technically impossible, since the gravitational force is diminished over distance but still never reaches exactly 0. However the 0 may not mean an absence of gravitational forces, but the net force of all of them being 0. This too seems only possible in theory, though. So if something is truly weghtless in nature, the mass must be 0. But this isn't about nature; the joke refers to a dream where the laws of physics don't really apply anyway. And the word "weightless" usually refers to gravity not being able to be felt, not actually a force of 0. So in conclusion, I ruined the joke.