You don't need to know all of Yiddish, but there are a few key words, and he used them a lot.  Would be difficult to understand the flow at times without knowing what they mean.  Also, Lenny often referred to the politics of the time, famous movie figures etc...and when he did his free association stuff, all bets were off, unless you knew some of the things he was referring to.  As you know from the Carnegie Hall concert, he could throw things out so quickly, that it takes a few listens to really pick up some nuances.  I am still learning after hearing the concerts many, many times. 

Like do you know what an "Annamaywon" dress is? 

(Anna May Wong).  Took me some time to decipher that one.  It's on the Mothers are never hip routine, about Jewish Moms who are completely unaware that the son is gay and in the closet.   Carnegie Hall. 

G