It's nice when you're nervous and everybody's like, "Yeah, you should be nervous." Because a lot of times you're anxious and people say, "Relax. Shut up." And that just feels like, Well, I guess I'm also crazy.

Having done stand-up on television and in stand-up specials for like Comedy Central, you learn quickly that for that type of performance you're playing to the camera.

I kind of thought, wouldn't it be funny to take a swing at being on the weird side of mainstream?

If I was at the Comedy Cellar at midnight you yelled at the back of the room. But you, for television, play it to the camera because yes you're communicating to the people at home using the studio audience that's right in front of you as a guide for that.

Being president looks like the worst job in the world.

I like to turn on the TV and watch whatever's on. Nick Kroll does that a lot. He doesn't watch important shows. He'll just turn on a documentary on Mia Hamm and watch it for an hour. Whatever's on, we watch.

With the first episode [of John Mulaney Show] I tell a story that happened to me accidentally chasing a woman down the subway.