A riddle about curtains is:
 
Q: What did the curtain say to the window?
A: “I’ve got you covered.”
   
“Rob: What did the curtain say to the window? Roy: Don’t move, I’ve got you covered” was printed in the Columbus (NE) Telegram on December 30, 1977. “What did the curtain say to the floor?”/“Stop looking under my skirt!” is a similar riddle.
     
 
4 September 1940, Philadelphia (PA) Inquirer, pg. 25, col. 3:
What did the curtain say to the window?
“Get washed and I’ll dress you up.”
 
30 December 1977, Columbus (NE) Telegram, “Neat Jokes & Riddles,” pg. 17, col. 6:
Rob: What did the curtain say to the window?
Roy: Don’t move, I’ve got you covered.
     
Google Books
The Neat Stuff Something-to-Do Book
By Thomas F. Ris
New York, NY: J. Messner
1979  
Pg. 42:
Rob: What did the curtain say to the window?
Roy: What?
Rob: Don’t move, I’ve got you covered.
 
Google Books
The Megatastic Kids’ Joke Book
By Peter Coupe
London, UK: Arcturus Publishing
2001
Pg. 414:
What did the curtain say to the window?
“I’ve got you covered!”
 
Twitter 
Mehpara Khan
@MehparaK
“What did the curtain say to the window?” “I’ve got you covered” #tvguidejokes
7:45 PM - 12 May 2011
   
Twitter
alyse oaks
@alyseoaks
What did the curtain say to the window? I gotcha covered 😂 @_AlexMariee_
11:31 PM - 25 Mar 2013
 
Twitter
Kristen 👑
@AyyKayy_Kayy7
My brother told.me the dumbest joke
What did the curtain say to the window
I gotcha covered hahaha wow that was stupid
9:10 PM - 26 Sep 2013