The show hits Vegas on July 11 and is part of a bucket list Williams had before the big birthday, including doing karaoke for the first time, driving a monster truck and of course, stand-up comedy.
"I've always been told I was funny," she admitted. "So, I said, 'I would like to do an evening of stand up.'"
Her jokes will be "the Wendy no one has ever seen," said Williams, adding they will come from personal experience.
"I had a very tortured childhood," she said. "I was tortured, they fat shamed me ... So, I want to talk about growing up. I want to answer the big question about the boobs. People know they are breast implants, but a lot of people, I read and see, 'You've lost so much weight now, you need a breast reduction.' I will answer you straight and direct, if you are in Vegas."
Williams also will address gender in her jokes.
"People do think I was born a man," she said. "That is absolutely not [true]. I get it. I've got a strong face, a strong body, I'm 5'11. I wear wigs."
Williams added that in her opinion, "there's no worse way to insult a woman than by saying she looks like a man, but once a woman gets over that, there is no stronger woman."
After a celebrated radio career, Williams learned early on, when celebrities "invite you to stuff, don't go."
She said, for her personally, "it taints my 'Hot Topics,'" a segment where she gets to riff on celebrities.
"It also taints my celebrity culture," she said.
Of course, she will have guests on her show, but usually she likes to do her show in Manhattan and then go back to New Jersey "and mind my own damn business."
She added the celebrity life isn't tempting because, "I didn't grow up the popular girl or the popular cheerleader. I've never been to a prom, I didn't have a lot of boyfriends, so I'm used to be on this side of life."
So, now with a hit talk show, she's still the same Wendy and just wants to go home, not to celebrity events.
