Hi shakeonzo.. I'm still quite new here but hope I can help. I'm not very good at being cocky but I'm okay when it comes to making people laugh. I think the best thing you can do is to watch a lot of funny stuff. Most importantly, laugh at what you find funny and develop a sense of humour.
I watch Simpsons every week day and two episodes on a Saturday if I'm home. I really enjoy it and find the humor interesting in how it makes me laugh. Some other good shows are Friends, My Name is Earl, King of Queens, Everybody Loves Raymond, Will & Grace, Frasier, Futurama, Family Guy, Tom and Jerry, Bugs Bunny, Daffy Duck, etc.. By watching shows like these on a regular basis you will soon pick up structures on how to produce your own humour.
Another thing you could do is read about comedy. There is a classic book which I used in my dissertation about humour in art photography called 'Comedy Writing Secrets' by Melvin Helitzer. I also read other books but this is a really useful one that you can read in more or less any order.
Just out of curiosity.. Do you laugh and find things funny? You might want to try finding what you find funny in media that has similar humour. This way you'll begin to enjoy humour and comedy more, which is always a good thing.
Also, something I've not done, is try joining an 'improv' class and learn how to do comedy that way.
A product I came across which is helpful in this area is David DeAngelo' Cocky Comedy.
