I'm sure there are people who say like, "I was wearing weird emo eyeliner," but there's something pretty embarrassing about the jazz phase.

It's a real democratic time for comedy, and I think my special is a sign for that. You don't have to just be a classic stand-up to get a special, or you don't just have to be on Saturday Night Live to do characters and sketch on TV. The web has allowed me to show that there are different ways to make people laugh, and the special is a combination of those things.

My friends and family always thought I was pretty funny, but I don't know if they thought I was get-my-own-show funny.

Oftentimes the shows that don't work help you get it right.

It's the independent movies. Most of these people never even got a wrap party on their movie.

Mel Brooks came to see Oh, Hello in L.A. Mulaney and I had a meeting with him, and we invited him to come to the show, and he saw the Oh, Hello show live in L.A. To me, he's the most famous person. Having him come to our show that was so inspired by both of us loving The Producers and all his movies.

It's almost worse because you think that you're mature and classic when you're in the newsie cap jazz phase. It's not a great look, a young person trying to seem old and mature and cultured. That's a summarily not-cool look.