1. This means "The cat got away and I'm not happy about it, but I must admit that the cat is fast and compliment him on it." (What he is giving the cat is a compliment - it is implied)
2. The word cranble is making a reference to something that exists on ALF's world, but not on ours. It is used to illustrate the fact that unless you know something about a certain culture, jokes that are funny in that culture will not necessarily be funny in ours.
3. Don't give me children's pajamas (sleep wear). They have feet.
4. This is irony. ALF is admitting that his jokes aren't funny, but he likes telling them anyway.