I'd say that the primary consideration is to avoid humour that breaks the fourth wall, or clearly references our world. Meaning, all jokes must make sense within the framework of the world. Witty comebacks, repartees, puns, oddball characters - sure, why not. References to, say, Terminator or World of Warcraft or the DotCom Bubble would be straight out, however...
All in all, I do hope that the game isn't completely dour, though. Levity matters and is sort of incremental to a well-developed setting, even.