Colin Quinn, the Brooklyn-born comedian and former anchor of “Weekend Update” on Saturday Night Live, recently explained in a radio interview that his stand-up routines are designed to satisfy his curiosity about “how people become the way they become.” In his new Off-Broadway show, Colin Quinn: Small Talk, the 63-year-old writer-performer focuses his comedic gaze on Americans bewitched by the Internet and ponders the extent to which their online activities affect society at large.