Developing a dry sense of humor can be challenging and fun. Learn how to develop one. If you really want to (and you know you do) then read the article.
Why would anyone want to develop a dry sense of humor? Sure, some people want to develop their humor for a variety of reasons; to help defuse a tense situation, to help them with stage fright, to get attention and to become more popular.
But dry humor? Why? Dry humor, to me, helps defuse tension, can help with stage fright, it may make you popular and it will definitely give you more attention. It also assists with word play. What do I mean? Take the classic line "I am so broke I can't afford to pay attention." Look at the word play. You have the words "broke", "afford" and "pay". Or "My humor is so dry; I don't go out when it rains." "Dry" and "rain" are opposites.
Hence you have similar words expressing the same message and you have opposite words describing a message, all the while contributing to your dry sense of humor. Every time I employ my dry wit, I get many different reactions. Some are positive and some are negative. Both are attention grabbers. Attention, good or bad, is still attention. My wife rolls her eyes or does her fake laugh. Some people who have a dry sense of humor laugh.
Developing a dry sense of humor means you have to pay attention to what people are saying and expose the words they are using. Find a commonality with the words used, or words that are dissimilar. Then try to find a response to the statement or question using a play on your chosen words.
Another silly example was the last time the Tony Awards were being shown on television. My wife mentioned that a certain actress had won a ton of Tony Awards. My reply was immediate. "Yeah, I wonder how the other Anthony's are going to feel." She looked at me, gave me a fake laugh and then rolled her eyes. Sure the response was dumb, but it was dry humor. I loved it.
The dry sense of humor can also leaves a lasting impression. Moreover, making an impression can generate friendships and can lead to a better understanding of people. How? By the reaction of your dry humor. If they are turned off by it, then you know what type of person they are and how to react to them in the future. To reiterate, you need to find words that can be exploited. Initially it may prove difficult, but once you get a grasp on it you'll never let go of its grip.