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Is the cocky comedy merely a tool you use in the beginning to establish a higher frame? is that all there is to it?
cocky funny is a behavioral style that builds attraction by displaying confidence through arrogant behavior; but comes off as funny to keep it playful and to prevent activating a girl's anti-slut defense, or coming off as a douche bag by being too abrasive. The balance between FUNNY and COCKY is critical - an imbalance in either direction will guarantee you'll be masturbating for the night. If you're TOO funny, you'll come off as a clown. If you're TOO cocky, you'll come off as a deluded prick.
It's not necessarily only used in the beginning of a pickup - but yes, it's used to establish frame control. You can use it in the beginning of a pickup and then calibrate emotionally to build a deeper bond, or you can use it later to handle shit tests and such.
Girlfriend: "Are you seeing someone else?"
You: "One? No, far more than that"
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I'm confused about how much you should use cocky comedy, and how much you should discuss more serious stuff, like family, interests and so forth, especially on date 1 and 2.
Striking that perfect blend comes with experience, the type you only get from actually putting yourself out there. It's impossible to master by only conceptually studying it. But always remember this:
You must learn to READ your target. if you're using c/f and you see she's slowly getting desensitized to your advances, switch up to building more of an emotional connection. If you see that she's getting bored with your nice guy attitude, throw in some cocky funny. KNOW your target.