Something which has a double meaning, usually where the second meaning is a bit rude. I have never used this grammatical device because I feel it is a little beneath me. However sometimes people misinterpret things that are said and read a second meaning into them where perhaps one never existed.
Take my days as a courier – “Madam, I have a large package for you.”
Or as a car mechanic – “Madam, are you ready for your service now ?”
Or as a computer technician – “Madam, please insert the dongle.”
When a person says something that could be interpreted a second way, it is often hilarious beyond belief to draw attention to that fact. In the UK people might say “As the actress said to the bishop…” and in the US people often say “That’s what she said…”
The simplest thing to do when someone wants to understand the concept is to tell the following :
A woman walked into a bar and asked for a double entendre.
So I gave her one.