greenpenguino said:

But I can't stand the audience at the beginning. WHAT THE FUCK ARE THEY LAUGHING AT?? HE HASN'T DONE ANYTHING.

In their defense, the moment the show starts on tv/youtube is not the first moment the audience sees/interacts with Craig. I think there's usually comedian before him, to warm the audience up, so they're already in a silly mood, and then Craig comes out. He's already been talking to them, being funny, for a little bit before they turn on the cameras. Does that help make it make sense?