I quoted another comic the other day in a newsletter I sent out. The quote was from Oscar Wilde: "Always borrow money from a pessimist, he won't expect it back." I got a few responses, among them requests to borrow money from me. One response just said it was too bad I was a pessimist. To which I replied, all comedians are pessimists. Just ask Bob Hope.
The truth is we're not actually pessimists. We're romantics. Romantics tend to approach the world with high expectations and then end up being disappointed. It is that disconnect between expect and reject that makes for comedy.