WALK BEFORE YOU FLY – You have to become an amateur BEFORE you can go professional. I would recommend you take a class or a work shop first. They are offered more places than you think.
WATCH AND LEARN – If you cant/wont take a workshop, call your local comedy club and find out when their open mic nights are. DONT GO ON STAGE RIGHT AWAY. Go and watch once or twice, to get the feel.
GET MATERIAL – Know what you are going to talk about BEFORE you go on stage. Dont try and wing it, it is harder than it looks. Have your material rehearsed and know it off by heart. That will help.
TIME YOURSELF – You should come prepared with 4-6 minutes worth of material. That is about the average for an open mic.
KNOW THE RULES – Find out the rules of the club. do they allow x-rated material? Cursing?
FOLLOWING THE LIGHT – Every club has a light that tells you when to get off stage. When the light comes on, wrap up your act in the next 30 seconds or risk having your mic shut off.