From Wikipedia:
Hedberg suffered from stage fright throughout his career; he often performed in sunglasses, with his head down and his hair in his face or his eyes closed, and sometimes stood upstage or with his back to the audience…
On March 30, 2005, Hedberg was found dead in a hotel room in Livingston, New Jersey. He was 37 years old. Hedberg was born with a heart defect for which he received extensive treatment as a child. It was initially speculated that this condition may have played a part in his death, but the New Jersey medical examiner’s office reported “multiple drug toxicity” in the form of cocaine and heroin as the cause.
http://www.vice.com/read/the-comedy-community-talks-about-the-legacy-of-mitch-hedberg
“I like to take a toothpick and throw it in the forest and say, you’re home!” Mitch Hedberg