Your Ryan Dunn joke at the Charlie Sheen roast seemed to surprise a lot of people … It surprised me that it surprised them. I didn’t think that joke was going to be a big deal at all, and it wasn’t a big deal in the room. I was shocked that all of a sudden I was trending on Twitter and people were pissed. I didn’t even think of it as one of my harshest jokes.

What’s it like having your name on the marquee at the Riviera? It’s a really big deal. I went into a record store once on the road and was listening to a Totie Fields album; the first thing I hear is, “Live! From the Riviera!”

You have an acting background as well. My background is in theater. I was a theater major in college. I did a two-year intensive after college. It’s fun because I got to be on all of my favorite New York comedies. I got to be on an episode of 30 Rock and Curb Your Enthusiasm and now I just shot an episode of Girls for HBO. In the past when I auditioned, they didn’t know me as a comedian so I just auditioned as an actress and then they would find out on set that I did comedy.

Can you tell me about your new show? It’s called Inside Amy Schumer. Why not? It’s a bunch of scenes and sketches with really good New York stage actors and some comics, too. It’s got some man-on-the-street stuff, stand up and hidden camera stuff. I’m excited. It premieres on May 29 after Tosh.0.

Do you get annoyed with the term “female comedian” in general? The only time it ever comes up is in interviews. I understand the fascination with it, like if I met a female cop, that’s not the typical thing, so I would want to know the differences and if she felt that impacted her job. And I’m sure she gets asked that a lot. I feel like I’m a comedian first. If your femaleness shows up, it’s a pain in the ass sometimes. I’m just angry in general. It’s not the girl sh** that brings it out.

Do you have a most memorable heckler story? It was at this St. Louis casino and in the front row there was this old woman who looked homeless. She looked like she had all of these bags with her but she was just a gambler so they gave her tickets and she came to all the shows, but I didn’t know any of that. She was booing me and saying, “Next!” She was really angry so I went after her. I just shut her down. I’m not out to get people but if I feel like they’re being mean spirited and they won’t be quiet, then I will look into their eyes and try to figure out what they love and ruin it for them. Afterwards I heard she did that to all the comedians. A few weeks later when my friend Natasha Leggero was performing there, she texted me and said, “I just met your friend.”

What was the motivation behind the title of your most recent Comedy Central special, Mostly Sex Stuff? That’s an interesting question. I didn’t center it on sex on purpose. I actually sent over my material to Comedy Central and they were like, “It’s a lot of sex stuff. Do you think you could do some more racist stuff or something?” And then I said instead how about we just call it Mostly Sex Stuff and this would be my special that was mostly ... about sex. I like talking about sex. I’m interested in it.

On a related note, have you checked out any of the sex shops here in Las Vegas? I’m really not freaky. I don’t think of myself as slutty at all. … But I am so rarely attracted to someone that if I am, then I want to have sex with them. I’ve never had a threesome. I’ve never had anal sex. I’m pretty tame sexually. I just like talking about it.