How do I punctuate these jokes?

I improvise a lot of (bad) jokes in normal conversation, and I feel stupid communicating online because I don't know how to punctuate them correctly. They tend to follow a format similar to:

The other day, I was thinking, "Blah blah. Blah blah blah."

I'm always quoting myself, and it's always more than one sentence. Should I be block quoting myself, making multiple quotes, or what?

Since I can't think of a decent example, here is something I wrote earlier:

I think all dancing is intimidating. Every class when we first warm up, I think to myself, "Oh wait, am I supposed to lead now? Maybe, once I remember the basic." It's far worse though when you don't know anything. It's like, "You're not going to see this move coming. That's right. 4th time in a row. I bet you thought I'd mix it up. Wrong."