Maeve Higgins once set herself a task. The Irish-born comedian wanted to see what life would be like if she stopped laughing at things that weren’t funny. Turns out it wasn’t as easy as she thought. “It was so effing hard,” she says. “Laughter is a lubricant and is expected, and it’s really hard not to do it.”

It’s coming up for 11pm on a bone-chillingly cold Tuesday night in New York. Higgins and her friend Jon Ronson are huddled backstage behind a thick black curtain, mulling over how the latest gig in their monthly stand-up series, I’m New Here – Can You Show Me Around?, went. They’re pleased. Tonight’s assorted comics went down well with the punters, a youngish, hip crowd who’d braved the bitter weather to sit in a packed, dimly lit venue under a pub – all in search of some laughs.

The show is loosely predicated on the theme of being bewildered recent arrivals in a new town, as Higgins and Ronson were not so long ago in Brooklyn. Higgins (a virtuoso comic, author and TV personality in her native Ireland) and Ronson (better known as the bestselling author of The Psychopath Test and The Men Who Stare at Goats) suggest there’s something particularly special about being part of the shared experience that is live comedy – that curious alchemy that occurs when people come together specifically to laugh (or not, depending on the quality of the acts).

“It’s connection,” Ronson says. “That’s what this show’s about. It’s about us and the audience connecting with each other… There’s something about being in the same room with somebody, reading each other’s body language, too.”

Higgins nods. “Definitely. It’s a communal thing; it’s a release.” Perhaps, she says, because audiences tend to be squeezed together in comedy clubs, acts get to be accidental anthropologists and observe at close quarters how individuals interact when exposed to jokes or funny tales. “You [might] see a couple,” Higgins says, “and you can tell that they’re checking each other’s responses. Like, can I laugh at this?”

Making people laugh has the potential to make the joke teller feel a bit better, too. “This is perfect for me,” says Ronson of the set-up, an intimate informal space in which the two hosts casually banter and tell stories in between a succession of comedians taking to the stage. “This is totally a therapy for me, doing this show.”

Comedy is more than just a pleasant way to pass an evening, humour more than something to amuse. They’re interwoven into the fabric of our everyday existence. Whether you’re sharing an amusing story down the pub, making a self-deprecating joke after someone pays you a compliment or telling a dark joke at a funeral, humour is everywhere. But what is it for? And can humour, as comedy, change how we feel, what we think or even what we do?