Maybe you do just have a terrible sense of humour, but I personally doubt that you have one that is unshared by anyone else.
Remember that your personal sense of humour is part of your personality.
And when you're looking for a girlfriend or anyone else to form a relationship then you want complimentary personalities.
It might not mean you couldn't work with someone at all, but if your sense of humour doesn't match those of the people you want a relationship with, then perhaps you're just not suited with those people and should try other people with similar humours and personalities.
You could try to refine your sense of humour, perhaps by refraining from making jokes for a bit and listening to others, to pick up what people are interested in and if you like it too.
But don't go changing your entire sense of humour. It's your personality, and you shouldn't need to compromise that to find someone.