When Rick jokes that Odin is Spider-Man's uncle, he is referencing a real story published by Marvel. In the 1982 issue of "What If?" #32, there is a single panel exploring an alternative universe where Odin takes the place of Ben Parker. In this panel it's shown that, unlike the original Ben Parker, Odin is not killed by a burglar, and Spider-Man has more free time for talk shows since Odin takes care of the crime-fighting.