G.I. Joe started out as a series of U.S. comics during World War II. In the sixties, posable plastic toys were made under the Joe name based on the branches of the United States military (the first action figures). Later adaptations included cartoons and movies.
The plot of the various offshoots of this continuum typically involves U.S. soldiers fighting efforts to attack the States and conquer the world by a terrorist organization known as Cobra.
Now you know. And knowing is half the battle.