watch good stand-up performances, be an informed person, and most importantly when making humor, be original. no one likes someone who just quotes comedians or whatever (doesn't mean you can't make references or tell other people's jokes once in a while, just don't make it all that you do). learn when to make inappropriate jokes in any situation. if you question a joke's appropriateness in a situation, it probably isn't appropriate. if you don't think it's funny, don't bother saying it.
if all else fails it means humor isn't your strong suit and you better start building muscles to get white women
