A great line there Jerry about "stepping out of our comfort zone". To a large extent, it is by playing those gigs that you learn the basic laws of performing. There are things which work everywhere and things which don't work anywhere. The rest is about finding out how far you can go - or not go - in the place you are playing.
I always bear in mind, "Does the audience (or often just the people present) want me there?" If you are playing in restaurants or at business functions etc, it is very likely that a substantial number of people present will find you a mere irritation. That can happen in pubs too. They expect you to shut up so that they can talk.
Needless to say, I avoid those gigs. I also dislike gigs at which the audience feels it should write the set list. (I also intensely dislike seeing performers, who try only to pander to their audience).
A lot of gigs came somewhere between the two extremes though. A few weeks ago, I took a gig in an Irish pub in Dortmund at short notice, filling in for a friend. Having not played any for about a decade, I had completely forgotten most of the material, set order and other tricks, which I used to use. I spent most of the evening looking for the main chance to get a couple of tables singing. It finally came in the last half hour. It was not with a crowd pleaser at all. A few ears pricked up at my parody (in German) of John Denver's "Country Roads", and it all got started. I got them singing "Wimoweh" in different parts - a completely off the wall idea, which worked. I then finished the evening with half an hour of originals in English and German and the comedy really rocked.
Over the years, it has been gigs like that one, which taught me how to time and sustain an attempt at getting people's attention. I am sure they went home forgetting all the fluff, which preceded the final half hour.
It is frustrating to go home with the feeling that you could have given them more. I have gradually learned to simply try and give the audience as much as they will accept. I go as far as I can, of course, but I can't change them.