This can mean either of two things, or both:
1. Don’t be frivolous. No jokes, please.
2. Don’t play games.
The first meaning is clear. The second requires elaboration.
Whenever we have freedom of action, we play games. We can either win them or lose them. It is not serious when we lose. We can always try again. This applies to many things – to love, business, politics, science, art, sport and to everyday decision-making. None of it is serious.
It does not apply to religious questions, nor to illness or death. That is serious.
No jokes, please.