Good question! First, let me say that "breaking away from society" is not the model Jesus sets for us. There were several Jewish sects during Jesus's day that all took different approaches to following God in a time of Roman oppression and degradation of traditional ethics and values (from a Jewish perspective). Sadducees, for example, largely accommodated to their culture and were perceived as being too friendly with the Romans and Hellenistic culture. The Essenes were a sect who decided to do what you're suggesting. They thought that the temple and the culture of Jerusalem had become corrupt, so they packed up and moved away into the desert.
Jesus, however, did not take an Essene approach to culture, neither did he take a Sadducean approach. He remained in culture while challenging it from the inside. Christ sought both to transform culture as well as to critique it, not to leave it.
As for your verses, I think you've misunderstood them. The Bible is filled with humor. There are puns and jokes all over the place (though they usually don't come through very well in English translations). Jesus is often portrayed in the gospels as witty and humorous.
So the answer to your first question is no, all Christian conversations should not be "serious". It's ok to joke and laugh. In the case of the Ephesians passage, Paul is speaking about language that is "obscene", "vulgar" or "mocking" (the Grk. εὐτραπελία get's translated as "coarse jesting" but often has a connotation of witty insults and mockery). In short, Paul is saying that we shouldn't mock and insult one another as a way of entertainment (likely with ill intent), not that we shouldn't joke at all.
To your second question, I have a cellphone, and I watch T.V. and play video games frequently. There's nothing wrong with entertainment, however, there is something wrong with indulging in excess. I try to limit my time on my phone, watching T.V., playing games, etc. I make a habit of reading and praying at regular times each day.
The key is to build routines and habits into your life that accomplish the goals you set for yourself. If you want to be closer to God and deepen your faith, then build a habit of starting each day with a time for prayer and reading scripture. Set aside one day a month for solitude and silence where you turn off the t.v. and phone. Build healthy spiritual habits.
My own daily schedule (ideally) involves waking up, making my coffee, and praying/reading scripture while I drink it. Then I study for my sermon, study for classes, do school work, do pastoral visits/phone calls. I end the day with family time, and I pray and read scripture again before bed. The key is to do these things over and over consistently until you begin to do them without even thinking. They become routine habits.
Here are some helpful resources I've found for building healthy spiritual habits:
Field Guide for Daily Prayer This is an abbreviated version of the Book of Common Prayer that will guide you through a time of worship each morning and evening (i.e. prayer, reading scripture, short liturgies).
<em>Glittering Vices</em> by Rebecca DeYoung; this book talks about the tradition of the 7 deadly sins and how they are hidden in our daily lives
<em>Celebration of Discipline</em> by Richard Foster; An introduction to spiritual disciplines with practical steps to incorporate them into your life
Liturgy of the Ordinary by Tish Warren; an excellent book about how our habits and environments shape our spiritual lives, and how we can make those work to our advantage
<em>Sacred Rhythms</em> by Ruth Haley Barton; Another book on spiritual disciplines with ways to build them into habits