The quote "Dying is easy. Comedy is hard." has been attributed to numerous sources over the years. I don't know who said it but it sums up comedy quite accurately. Especially stand-up comedy.
I have performed in front of large groups of people in several different contexts throughout my life – teaching (which is remarkably like doing stand-up) a few hundred disinterested undergraduates, playing in bands, and comedy – and there is nothing quite as intimidating as the latter. When you fail, you fail hard and, more importantly, you fail alone. In a band, if the audience is not into it (which was not uncommon in my experience) you turn up the volume, look down at your instrument, and keep going. Or you focus on your bandmates and just have a good time together. With comedy if you suck, you have to stand there and bask in how much you suck. You see the disinterested looks and hear the brutal silence. Then you start second-guessing yourself, trying too hard, and collapsing within yourself like a dying star, crushed by the sheer magnitude of your own suck. And people are staring at you, excepting the ones too mortified to watch you experience ego death on stage. The experience offers some of the highest highs and lowest lows without much middle ground.
My friend DJ (of the fantastic IfIHadAHiFi, and yes, that's a palindrome) writes for several alternative media outlets around Milwaukee and he recently struck gold with "The Ballad of Johnny D," recounting the spectacular failure of a novice comedian. It is your highly recommended reading for the day. Johnny's ineptness is nothing short of amazing, yet you can't help sympathizing with him (or empathizing, if appropriate). I imagine the people in the room with him simultaneously could not wait for him to shut up and really hoped that he would rattle off one half-decent joke to salvage some dignity from the evening.
DJ usually kills it, but this one was both funny (and not for the reasons Johnny D would have preferred) and poignant. I mean, we have all been in an audience to see something this bad or worse. And we usually think about ourselves – "This is horrible and I am suffering" – rather than the person whose self-esteem is dying before our eyes. It's doubtlessly an unpleasant experience for all involved, but the only way to avoid it is to stay home. Bombing, and bombing hard, is the inevitable consequence of putting yourself out there. Johnny D sucked, but he might learn something from it and improve. Given the high likelihood that he will not, I still salute him for having the nuts to give it a go. Most people avoid bombing by refusing to expose themselves to the possibility.