Go ahead, say this has never happened to you before.
That's what the Joker said to Batman in The Dark Knight Returns: Part 2 before he committed suicide.
What did he mean by that?
What was he implying?
It's a joke about impotence.
As mentioned in the TV Tropes article about impotence, it's common in comedy situations where a man is not able to have sex that he will say, "This has never happened to me before!" It is a defensive statement made by the man to assert that he is normally completely virile, but something about the particular situation is stopping him from performing.
The Joker is playing on the trope, implying that Batman failed to completely kill him because Batman is weak and impotent in this situation. By sardonically inviting him to give the typical defense of impotence, The Joker is implying that Batman is frequently or always impotent or weak.
The Joker is saying that he finally made Batman completely lose control with anger which has never happened before. This provoked him to mortally injure the Joker in his blind rage when he could easily have taken him into custody. The Joker believes witnesses to this will see Batman as having committed murder. Though it cost him his life, he ultimately beat Batman.
From the WikiPedia plot synopsis:
"As Batman corners a wounded and partially blinded Joker, he admits to feeling responsible for every murder Joker has committed and intends to stop him permanently. In the ensuing fight, Joker stabs Batman repeatedly, and Batman breaks Joker's neck in front of witnesses. Content that he made Batman lose control and that he will be branded a murderer, the Joker finishes twisting his neck, killing himself."