Jean Shepherd has established a reputation for entertainment proficiency on radio, TV and in night clubs. A couple of years ago, he was starred in an off-Broadway revue, "Look Charlie!" subtitled "A History of Pratfall"), which was given special Mondat night performances. That was the closest he came to the legitimate stage. His next assignment in that department will be a straight dramatic part. His will impersonate Mephistopheles, the leading male role in "A Banquet For The Moon." John Cromwell's modern satire, derived from the Faust legend, will open Jan. 19 at the Theatre Marquee, 110 East Fifty-ninth Street. By the way, Mr. Shepherd is under contract to Leonard Sillman for the next edition of "New Faces" and is forbidden to appear in a Broadway show until he opens in that one. Material Mr. Shepherd wrote for "Look Charlie!" has been acquired by Mr. Sillman for "New Faces."