There is very little in Lucky Star that doesn't make sense. You're most likely just not getting it.
As an aside, I suspect >>236-237 is the reason why people talk about how a show is funny because it's "random". See, "random" is not actually funny. What people call "random" is when they watch a show like Excel Saga which is full of jokes and references, and they don't actually get the jokes, but do recognize them as jokes, and laugh anyway. This is later rationalized into "it's funny because it's random!".