I don't know how anyone can learn to be funny at any time. I suppose that if it is very important to you, you could notice when people laugh at things that you have said and slowly try to put more of that type of remark in your conversation. Don't try too hard, and don't say hurtful things while trying to be funny.

Whether someone tells me, "You're not funny," or "You're being an asshat," or "I don't like your face," I usually just say "Thanks," in the most deadpan way I can muster at the moment, and continue what I was doing while completely ignoring them. I find that it usually gets the point across - namely, that I really don't care what they think.