Murray Beard -- who was at the Ponte Vedra Concert Hall in Jacksonville, where Saget performed Saturday night -- tells us he remembers Bob being absolutely thrilled to be on stage in front of audiences again ... something Beard says he mentioned time and again throughout his 2-hour set.

One thing Beard remembers well ... Bob's energy, which was very, very high. From his eye, nothing seemed off about Bob's demeanor.

Michelle Johnson, who was also at the show, backs up Beard's observations ... she adds Bob was a bit all over the place with his feelings, going from jubilant to pensive in a flash.

She says, yes, he did express how happy he was to be performing again ... while also repeatedly going back to the topic of comedians who'd passed away. While she didn't mention a name, you gotta imagine Bob talked about Norm Macdonald, who died last year. The two of them were super close.