Ok so what happened? Context matters, primarily what happened at the prior open mic I had done. I had a joke that went over really well. Being new, there's a lot of uncertainty, so having a joke do well is the best you could hope for. To add an extra layer of context, the joke was an old one, but I took it in a new direction, the idea for which came the day before. Spontaneity can lead to some great humor, but ego led me to think that all my spontaneous ideas are funny. It's an old thought, but getting big on yourself is a good way to fail. That lead to one of the most important lessons that I learned; you have to try.
There are two aspects of that "trying" that I've learned so far. There's the content of what you're trying to say, and the delivery (how you say it). I failed on both counts. I took what could have maybe been a good nugget of an idea, and I took it into an unfunny direction. I've listened to my delivery that night a couple of times, and I can hear me start to give up about halfway through.
To avoid sounding like I'm just getting down on myself, I should mention the audience. It was a particularly noisy night. I saw plenty of other comics bomb that same night, including people who are consistently funny. The hosts of the open mic had to repeatedly ask the people to quiet down, more than usual. There are ways to deal with a uncooperative crowd, but I'm not at a comfort level to be able to do that.
If that's what happened, how did I get over it? Some realizations helped. For instance, nobody cares. What I mean is that nobody's "judging" you on any single performance, and bombing doesn't mean that everyone hates you.
It also doesn't mean that you're not funny. It could mean that the joke isn't funny, or you didn't have "it" that night, or that the audience didn't care, but it's not an indictment of you as a comic. I've done enough open mics to see professional, well known comedians do a full set to almost dead silence. Seeing it happen to others really makes you feel better, because you know that you're not alone in this. There is literally no comic who has never bombed.
Despite realizing all of this, I was still afraid to get back on stage. I avoided doing an open mic for a couple of weeks, but I wish I hadn't. You can feel sorry for yourself, or you can use that as motivation to get better, try harder, try something different, and I did, eventually. The next open mic did go well, and I got some laughs. That helped out more than any self analysis, because it demonstrated what I thought I knew. People were nice, it was like the prior performance never happened, and the laughs were confirmation that I had the capability of being funny.
I've bombed since that first time. While it sounds cliche, it really does get better. It doesn't get to you as much. It still hurts at the time, but it's not devastating like that first time. Now, my feeling is "well THAT sucked", and that's about it. It definitely makes me think harder about what I want to try next time, to do better/be funnier.
So, those are the three things I came away with in this experience. Think about why you bombed, and take ownership of it. Try to think of something new and funner. And get back on that horse as soon as possible. It isn't a big deal, it really isn't.
