Learn Romanian: Comediantul mă întreabă ceva hazos. - The comedian asks me something funny.

This is the core of the double accusative construction. Unlike verbs like a spune (to tell) which require a dative indirect object for the person, the verb a întreba (to ask) takes two direct objects in the accusative case: the person being asked (mă) and the thing being asked (ceva).

Does that mean ceva hazos is the second direct object?

Exactly. In this double accusative setup, mă is the primary direct object and the phrase ceva hazos acts as the secondary direct object. Having two accusative objects in one sentence is a special feature of verbs like a întreba, a ruga, and a învăța.

Why is the adjective hazos in its masculine/neuter form instead of feminine?

The indefinite pronoun ceva (something) is grammatically treated as neuter in Romanian. Whenever you attach an adjective directly to it to say 'something [adjective]', you must use the masculine/neuter singular form of that adjective, never the feminine.

Can I use amuzant instead of hazos here?

Yes, they are highly synonymous and both mean 'funny' or 'amusing'. Hazos comes from the noun haz (humor or charm) and sounds slightly more informal and playful, which makes it a perfect stylistic fit for describing a comedian's material.