You should definitely do more of these. I don't think I ever seen anything like this for comedians before, usually comedians don't do this kind of thing until much further into their career. You will be able to compare when your smashing it in a few years.
It's nice fun and funny too, I don't mind jokes involving the crowd cause most of the fans are up to hear some funny jokes having fun and spend some time. They normally don't feel comfortable with being talked to and saying private personal things. But anyway I enjoyed it good luck