How to begin a class with humor
This question seems long answered but here are two things I've done:

1)  I've given out an impossible syllabus, requiring students to be fluent in at least two languages, adding deliberately indecipherable requirements, etc., etc.  When invariably someone protests "This is not at all what we were expecting!" I say "Well then what were you expecting?"  When they answer I say, "Oh!  Well then I guess I'll just teach that instead!" and then tear up the syllabus with a flourish.

2)  I started teaching at graduate level when I was 28 (can't really get away with it any more) and I would sit in the back of the class on the first day.  Students would come in and do their usual first day things.  I'd wait until I was maybe five or ten minutes late and let some comments drop along the line of "Where IS this teacher?!" rolling my eyes.  Finally I would jump and say "Screw this, I'll teach the class myself!" before launching into the lecture.

In both cases the goal was to let the students know that I'm on their side, one of them, approachable, and not to take things too seriously.  Got pretty good results every time.