"Goes in tight" sounds like "Gesundheit," which is German for "good health." This is normally said after someone sneezes, and English speakers say it as well. As for why it's funny, you'll need to figure that out for yourself... .

If he knows it goes in tight, then she's not a virgin. :P

Goes-in-tight sounds like the German "Gesundheit", and is a word every Englishman knows. It's not a very good joke, by the way.