Say your stage role, rather than just implying it. Describe yourself in relation to the topic you're doing tonight. Communicate why you're telling them this. Or what you've read in the paper or what you're carrying with you and so on. Once you get them to talk, it may be hard to shut them up again.
Material often has a minimum response.
Especially avoid audience participation with a fellow comic. They will try to get laughs and have nothing to lose if they don't get laughs. When you ask where they're from, you need a funny answer for every state and country on the planet.