Write jokes.
Find a stage that will let you tell the jokes.
Tell jokes.
Keep the jokes the audience liked. Improve the jokes they kind of liked. Drop the ones they didn't like.
Write new jokes to replace the ones you dropped.
Repeat for ~2-60 years.
If you have never performed before, I would suggest:
Join this fb group
Turn on the fb group notifications
Wait until a producer posts the dates for the next season and the booking period starts (typically May for the fall season, November for the spring season).
Apply for a spot and cross fingers.
'What do I do until then?' -you might ask. My suggestion would be to write jokes 1 hour every day until then. The better your material, the more chances you will get longer spots sooner and more often. Other than that, you can also go watch a show and talk to some comedians (scroll all the way to the bottom for a few show dates).
These are the shows that are open to newcomers:
HELSINKI
Comedy idiot (in English) at Cafe Mascot. Monthly on a Thursday. Aatu Raitala & Jamie MacDonald
Jano (Oulunkylä). Jenni Keväänvirta
Stand Up -sirkus at On the rocks Kallio, every Wednesday . Bookings
LAHTI
Tirra, once a month. Niilo Nahari
TURKU
Kuka nauraa! -treeniklubi. David Fagerudd
JOENSUU
Kerro Jotain Uutta. Four times a year. Simo Leppänen
KUOPIO
Haaska Stand Up. Once a month, Simo-Pekka Kainulainen
OULU
Remakka Open Mic. Fall & Spring, Tuesday every 2 weeks. Tommi Ylimäinen
Usually starting out you will get 5 min. Prepare, rehearse and get on stage.
Positively do not use your phone or a piece of paper to read out the jokes. Memorize your routines.
Don't worry if you bomb and people don't laugh the first time around, we've all been there. It gets better. Just keep getting on stage.
Bonus points: record your performance so you can listen to it afterwards and cringe to death. Once you get your bearings, note where people laughed. Try to figure out why your shitty jokes worked and your awesome ones bombed.
Even if the shows are in Finnish, most (if not all) will accept English performers. In case of doubt, ask the producer of each show beforehand.