The audience is floating freely, like a ghost, until you give them a place to land...If there are choices, the audience picks someone to whom they relate. When in doubt, they follow their pity. Fade in on a raccoon being chased by a bear, we are the raccoon. Fade in on a room full of ambassadors. The President walks in and trips on the carpet. We are the President. When you feel sorry for someone, you're using the same part of your brain you use to identify with them.
For standup, this is probably a big part of why self-effacing jokes work so well as openers and get the audience on your side.
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