Short Answer: Read a book on writing stand up comedy. They'll help you with this, as a major factor in stand up com is that you're the sole speaker: The narrator, as it were, of whatever you find you need to tell and channel through amusing the listeners (often with stories or the like).
Now for some useful stuff:
I'd listen a bit to George Carlin or other such comedians you might find funny, and take what there is to be grasped from them. I'd not be able to explain how to do it, but that particular theme you're touching was addressed by Carlin in one of his shows. If memory doesn't fail me now, the lines were similar to this:
God is all powerful and watches every movement every person does undertake, ever. He has these ten little things he'd like you to do, or else he'll send you to a place of eternal pain, suffering and torment and you will never die. But He loves you. Yes, He loves you and He need your money
It is but a matter of finding the most ridiculous way of putting things, in some cases. In others, a matter of self deprecation, or smartly talking about "bad things that happened". It'll depend on what you need to say.