People were not sent to camps for telling the wrong jokes. Popular jokes were noted and recorded by the various organs of state, particularly the security police, but people rarely if ever got arrested for telling them. One report acknowledges that jokes about the allied bombing acted as a relief for hard pressed people at the same time as it acknowledged that the bombing made the people more reliant on the state, the exact opposite of what the Anglo-Americans were hoping for.
Open opposition to the regime or later defeatism could certainly get you into a world of s...trouble and to this extent people certainly did keep their mouths shut with all but trusted friends or family. The Nazi state was a police state. It has been compared to a snake, if you trod on its tail it would bite you.
Steve