J: I'm just gonna get some air.
A: We have air in here. What is the matter with him?
Z: He is Crichton.
Yes, he is....it's so early in the first season that the crew of Moya doesn't understand John and how he is and that makes these references even funnier. Later on in the series....everyone sort of takes it for granted that John says things they don't understand and their reactions change.

John questions D'Argo on the seductive powers of Ilanic women--
John: How about-how about mental abilities, do they have, like telepathic powers of seduction? Psychic Spanish Fly. You know, that?
Spanish fly, a legendary aphrodisiac, is a toxic compound made from the dried and crushed bodies of blister beetles found in Southern Europe. -- from WebMD.com

D: You are fantasizing about her. Remove her from your thoughts.
J: Trust me, I’m trying.
(D’Argo growls and walks away.)
J: Hey, hey, check the attitude, pal. She’s not my type!

On his visions of the future coming true--
J: This is not happening. It’s not. It’s just not happening.
Okay, I don't know if this is an intentional reference, but when John said this, I got a flash of the "Jose Chung's 'From Outer Space'" episode of The X-Files.