You're booked at a club or pizza parlor, you drive 400 miles to get there, and you're off the bill because some comedian with stars in his eyes has slipped the owner a fifty dollar bill for your slot. It can happen. You learn by doing. That's the only way. There are bound to be some bad shows along the way, until you perfect the craft.
Physical humor is especially difficult to master.
I've been getting more and more interested in it lately, as today's audiences seem too sophisticated sometimes for the simple joke, it just doesn't get them laughing. So you have to try something else. Pull out the eggs and the balloon animals, or whatever you come up with. The only boundary is my own lack of knowledge regarding current affairs. I'm always willing to offer social commentary if it will get a laugh.