Here's what you do. Hop on I-40 and get yourself to Winston Salem, and come to
The Garage for one of their open mic comedy nights. The host is a good friend of mine, and the crowd is very welcoming to newbies.
Probably be good to go a couple times and feel out the crowd. Then one night, throw yourself on the list, go up front, and wail. Be willing to learn a lot, your first night!!