NEW YORK, Jan. 29 - One of our nighttime disc-jockies, Jean Shepherd, hovers between whimsy-a n d-profundity. Over the Mutual Network he insists folks do their best thinking at night, because we're too rushed for time during the day. The drive to "make it yourself" has got us all doing rather than thinking. From 15:30 a.m. to 5:30 a.m., seven nights a week, Jean Shepherd delivers a volley of words that furrow the forehead and convolute the brain.