The study of stand up comedy can be hugely important in your life. It has for mine. Real comic artists probably are in touch with their personal makeup better than most psychologists are with theirs.
I say 'real comic artists' because today unfortunately there are far too many faux comedians. They exist because of many things, unsophisticated audiences, unskilled bookers, unknowing/uncaring venue owner/mgrs and such. It's a long sad story but all too real and because of this the audience suffers and for the most part is driven away.