1.thought about 后面宾语是 that experience;
2.have actually joked about how naïve I was 意思是：对我的天真感到好笑；
3.have actually joked about how naïve （这个地方不应该有that）
4.帮你分析一下：整个句子是一个并列复合句：并列句的第一半是I have thought about that experience several times （注意这里的that并非引导宾语从句的引导词that,而是指示代词that,意思是“这个,那个”.
第二半是 and (I) have actually joked about how naïve I was.这里how naive I was 是宾语从句；而这个宾语从句中I是主语,was系动词,naive表语,how状语修饰naive.
5.翻译一下：
那个经历我曾经想过了好几回,我也对我的天真感到可笑.