Even if you hear a joke in the 2nd or 3rd person it is often more fun to tell it in the first person...
I was sitting home alone one night when my phone rang,
It was the preacher from the church I went to on Christmas and Easter,
"Mike" he said, "We see that you make a fine living at the bank, head of a department and all, but our records show that you have never given so much as a dime to the church, we were wondering if you would like to help out the less fortunate?"
To which I replied, "Do your records show that my mother is ill and almost bankrupt from the medical bills, or that my brother is blind and out of work, or that my sisters husband died and left her almost penniless with 3 children!?"
"Ohh I am very sorry sir, we didn't know" He stammered.
"Ya, well if I wont help them what makes you think I would give you any thing!?"
The problem with being the "funny one" amongst your friends is that you have to be able to be at least slightly funny on demand. This is not as easy as you might think. The fastest way to get out of an awkward social moment is to drop a joke, the more awkward the moment the less funny the joke has to be.  But yuo cant go telling a dead baby joke to your boss and your friends at the pub probably wont like your office supply joke so now you have to memorize enough jokes to get you through any social setting.
Thats what I am here for. To talk you through the theory behind jokes and the basic structure of the joke so you may be able to craft your own joke to suit any situation.
This is called the "Thats what she said" Theory.