He told us a very funny history.
He told us a very funny story.
History refers to events that happened in the past or the study of those events: ‘That decision changed the course of history.’ ‘I’m studying European history this semester.’
A story is an account of events that may be real or imaginary: ‘The film is based on a true story.’ ‘His parents didn’t believe his story.’
We normally tell a story, not tell a history.