As far as I can see, the footnotes are:
1. Terry's way to include a joke that he couldn't otherwise include in the main text, because it would ruin the flow; or
2. Terry's way to include a philosophical musing that he couldn't otherwise include in the main text, because it would ruin the flow.
I've been writing† for over 20 years now, and I've sto- "adopted" the footnote method into my own stories - either to make jokes or to include explanatory notes.
Anyway, another footnote that always made me laugh...
Terry Pratchett said:
'What else should I know today?' said Vimes, as he and Carrot shouldered their way through the streets.
'We've had a letter from the Black Ribboners*, sir, suggesting that it would be a great step forward for species harmony in the city if you'd see your way clear to-'
* The Uberwald League of Temperance, made up of former vampires who now wore black ribbons to show that they had completely sworn off the sticky stuff, my vord yes, and much preferred a good singsong and a healthy game of table-tennis.
Guess what book this is from?
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† I started out writing comic fantasy when I graduated from high school. Over the years, I've graduated to writing poetry, haiku, comic skits, top ten lists, parodies, short stories, and horror, and am now specialising in comic history - i.e. a blend of comedy and history.