A small joke does no real harm — don't take it so seriously.
Tips
memory
大雅 originally referred to one of the major sections of 《诗经》 (the Book of Songs) — the high, refined verses. So 无伤大雅 literally means 'doesn't damage the dignified core' — a small flaw doesn't ruin what really matters.
usage
Often used to wave off minor mistakes, jokes, or imperfections. Pairs naturally with 小 (small) details: 小毛病, 小问题, 小玩笑 + 无伤大雅.