CHICAGO — John Mulaney, a bit heavier in the face since last we saw him, a bit more weathered since his personal life imploded publicly, now looking eager to shed his Catholic choirboy air at 39, stepped out of the wings at the United Center on Thursday night with visibly watery eyes. He appeared overwhelmed and humbled. Here was the first of three sold-out arena shows, in his hometown, and on a scale seldom reserved for a funny writer with a microphone and a glass of water on a stool. Then he plowed forward, characteristically undercutting the moment: Being here, in the great house of Michael…
