Michelle Wolf has a loud voice to begin with, so it probably wasn't necessary for the venue to have the sound cranked up so high during her set (and the warm-up DJ act, where the bass shook the entire structure), and this was sitting near the back of the theater. Space in the venue is pretty tight as well, whether you're on the floor or in the upper levels, so that can be uncomfortable if you're claustrophobic or larger in stature. It was also a (mostly) ticketless performance as well, which means standing in line outside for a bit, so check the weather just in case.
As far as the performance itself, it was very funny, though some may find the subject matter offensive (if you've only seen her on basic television, some of the topics and language might come as a shock, though her delivery is impeccable.)