Find an open-mic (short for open-microphone) venue and attend the show. Study the open-mic comics that are already performing and learn from them. Listen to audience responses and watch how the comics deal with them. If possible, meet these comedians and ask them questions about stand-up. Let them know you are interested in learning stand-up comedy and see if they will work with you in crafting your own show.
Take stand-up or improvisation classes. These will help you get stage time and experience before hitting open-mic venues, making you better prepared to perform stand-up. Sign up for a part in your local community theater. This may not help with comedy, but it will help with memorizing lines and will give you stage time.
Make several lists about yourself. Write down your negative personality traits, unique characteristics, and things you love or hate. Decide on your opinion about these things and write jokes based on them. Create a set list of jokes from what you have written and practice it in front of a mirror. Record yourself performing and replay the tape or video to analyze the pros and cons of your performance.
Get a spot in an open-mic night and perform your set list.