I've found that the best place to use a story/opener like this is while your having a smoke in the smoking area at a club, there are usually a couple hotties out there inhaling the cancer sticks (and remember, if she smokes...she pokes!). The idea is to randomly throw out a fake fact about yourself that everyone will appreciate and be able to talk about...it also puts you in the centre of attention. It would go something like this...
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EXAMPLE:

Me: You know, I auditioned for the Home Alone kid when I was little. (I resemble Macauly Culkin slightly, or atleast you can tell I might have as a kid)

Girl: OMG, no you didn't! *giggles*

Me: No, seriously. I actually did, but can you imagine where my life would be now if I had actually gotten the part? I might have had Macauly's life!I'd be sleeping in Michael Jackson's bed and doing cocaine while cursing my parents!

*I usually get a great crowd response after this part here ^*

Girl: *laughs* yea but think about how rich you'd be! blah blah blah

*convo continues....
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You can really blurt out a any fact, but the idea is to make it come off sounding like a little comedy routine, while leaving room for other people to jump in and add to the funny convo and joke of it all.