Sexual Innuendo is used as a form of Humour, but we have to be careful about the impact of thinking in sexual terms. Humour always has limits so lets be careful about how we talk. The Prophet, peace be upon him, was never lewd.
The term sexual innuendo has acquired a specific meaning, namely that of a "risqué" double entendre by playing on a possibly sexual interpretation of an otherwise innocent uttering.
May Allah lead us to all things of benefit and may He protect us from what is not of benefit. Ameen