No joke on the "hero" statement about him being nude: that is actually the reason why he does not wear clothes according to an episode. At one point, Rigby just said "fuck it" to clothes and Mordecai thought it was the coolest thing ever and saw him as "a hero", so he started doing the same, and stayed that way.

So he entered the hospital, immediately stripped naked before asking directions, carried on a conversation (while still nude) with two girls. My hero.