Did the guys start off in improv, or were they only ever stand ups?

I know Ian has mentioned Groundlings, which I think was an improv group? I'm not sure if he was joking when he said that though. I want to do some type of comedy, but frankly all of it sounds a little nerve wracking (which I know is the point). Improv seems like it might be a little cringey starting out, but you gotta start somewhere I guess?