In the tokusatsu series Kamen Rider Den-O, when protagonist Ryotaro Nogami is possessed by a incorporeal being named Momotaros, a single lock of his hair turns red to indicate that he has assumed Momotaros's brash personality and great physical strength. Their all-too-famous catchphrase is to declare "Ore, sanjou!" ("I have arrived!" or "Here I come!") upon possession.

That's all the background info one really needs to understand the joke(s) here.

Actually, there could be another level to this joke, considering that Kenichi Suzumura, who plays George in Umineko, also plays the Imagin Ryutaros in Den-O.