"Whatever I say, you add to it and add new information," Fey explained. In the clip, an audience member shouted out a beach scene premise. So Fey applied imaginary suntan lotion to herself and Letterman said, "You know, just this afternoon, I found something on my back … This part's true. I think it's from sun exposure, so you're smart to put the imaginary lotion on."
Fey recommended Letterman let the sun "cook" it off, to which Letterman replied, "I'm not as dumb as I look." Fey immediately fires back, "How could you be?"
Fey is the fifth guest to visit My Next Guest Needs No Introduction, following Barack Obama, George Clooney, Malala Yousafzai and Jay-Z. The first season of Letterman's comeback series concludes May 31st with an interview with Howard Stern.