A typical reaction of newbies to jokes published in HumorMall.com is "Gee these jokes aren't very funny." That is because you are reading them, not hearing them. (Although occasionally a joke will read funnier than it sounds.) In addition, that "not funny" sense also comes from a sterile vacuum, i.e., without context and because you KNOW you are going to read something that is supposed to be funny.
But in everyday life, it's the opposite. Your friends and colleagues are hearing you TELL the line. It IS IN context - in response to something that just happened or was just said. And they DON'T KNOW something is supposed to be funny until they actually hear the punch word.
Here's a humor observation test you can to can do to verify whether what I say is true or not. Start to listen to your friends, relatives and colleagues and make a point to really analyze what they laugh at on a day to day basis. As soon as you can, try to write down as close to verbatim as possible, the exact line that was said that made everyone laugh. Try to record at least three laughs a day for a week. Try for laughs by different people, at different times, in different locations so you get a good cross section of the laughter in YOUR everyday life.
Then every Friday (or another day that is convenient for your life-style), read over the "funny" lines that generated all that laughter. Notice how "unfunny" they seem OUT OF CONTEXT and without HEARING the person's voice. Or at least how much less funny they are since sometimes you will still chuckle because you won't be able to negate the memory of the original situation. But notice in that case you are laughing as much at the person who originally said the line and the context of the line as you are at the line itself.
The Killer Joke
Another one of the biggest mistake newbies make (and I made it when I first started doing comedy) is trying to find the funny, killer jokes.
You will be successful as a funny person when you realize you are funny because you are funny - NOT because of your jokes. A great hammer doesn't make a carpenter a great carpenter; a great brush doesn't make a painter a great painter; a great stove doesn't make a cook a great cook. And a funny joke doesn't make a person funny.
There are maybe ten major, life-altering principles about comedy / humor that I have learned along the way. (I have learned hundreds of tips, techniques and shortcuts, but maybe ten great principles.) This is one of them. Today I get 1000 percent bigger laughs with material much weaker than I could when I first started out. Because today I realize it's not the jokes. It's me that is funny. Or rather, it's my perceptions, my take on a situation that is funny and the joke is simply a way to verbalize what I think or feel.