There are many bizarre visual jokes in anime, which probably look odd to Western viewers at first. Characters getting a giant “sweat drop” on their heads when they’re upset, or the “anger mark” that appears on the foreheads of characters who are about to explode with rage. (When my daughter was younger, she saw a model of a German WWII plane and decided the plane was “angry” because the German insignia looked like this mark.) Also, the odd “snot bubble” coming out of the nose of any character sleeping soundly, or the funny fall-to-the-floor gags that characters do when they’re surprised, which is something Japanese comedians do all the time. Then there’s the ubiquitous nosebleed that shows up whenever a certain character gets excited after seeing or thinking about something naughty, which first appeared in a 1970 manga published in Shonen Jump called Yasuji no Mettameta Gakido Koza or Yasuji’s Life Lessons for Messed Up Kids. These days nosebleed jokes are becoming more of a yuri gag, seen almost constantly in the Yuru Yuri anime and also in the fan-created canon (aka “fanon”) that fans of shows like Madoka Magika love to invent.
The nosebleed gag is a staple of yuri fanservice anime.