What is meant by "a carriage that returns"?

From Penguin Pete's Blog

You'd start a new paragraph by feeding in the paper and then - with your left hand - shoving the carriage (the part on top that has the paper) all the way to the right so the keys will be hitting the spot on the far left first. Then as you typed, the carriage would advance one space at a time. When it got all the way to the right (usually it went "ding!"), you'd have to push that carriage back again, and if you didn't also hit the line-feed lever, you'd start typing over the same line. So the line-feed lever is right there, mounted in the same spot you'd use to push the carriage back anyway, and you could combine both motions.

In the olden days, people used typewriters. The device that carried the paper was called the carriage, and there was a key that returned the carriage to the left right and fed the paper up one line so that a person could type continuously without having to reset the page when one line was finished.

This is also the reason why the "Enter" key is still sometimes referred to as the "Return" key, and why it has that little arrow that points to the left.

A carriage is a "moving part of a machine that carries other parts into the required position," such as a "typewriter carriage."

The "carriage return" character is called so because it's a new line character, and in a typewriter, to go to a new line the carriage is moved (returned) to the beginning of the line.

The part to understand in the joke is "your computer might not have a carriage." Effectively, in a computer, there is no part called carriage.

To elaborate on my answer to a related question:

A carriage is the part of a typewriter that controls where on the page the next character will appear.

It will move the page a long with each character typed.

To get the carriage back to the right (or left, if you write from the right) a carriage return is performed.

For more information on typewriters, see this Wikipedia article: http://en.wikipedia.org/wiki/Typewriter

So on computers, that use control characters (different combinations on different operating systems, but always involving \r or \n) to control where the next character will appear, there is no carriage to return, the cursor movement is controlled by software and electronics.

So what is meant by

even though your computer might not have a carriage that returns

is that computers do not have the mechanical part called a carriage, but they still do carriage returns.