Conan O'Brien Like You've Never Heard Him Before

From battling depression to pranking Bill Cosby, the late-night star shared it all with Howard

The great Conan O'Brien made his triumphant return Wednesday morning and gave one of the best interviews anyone could ever hope for.

From hilarious stories from his past to serious discussions about his battles with depression, listeners were treated to Conan like they've never heard him before. Take a look at some highlights from Conan's sit-down with Howard (below).

A Legendary Prank on a Big-Name Comedian

When Conan was a young kid at the Harvard Lampoon, he really wanted to meet comedian Bill Cosby. How did he pull that off at such a young age? He created a fake award and gave it to him.

Conan told Howard he met Cosby and his entourage in his parents' beat-up station wagon and Bill had to move a McDonald's wrapper over just to take a seat.

Listen to the story:

Mental Health

Conan really opened up to Howard when he volunteered that he, like many Americans, battles depression. He said it's something he's treating with both therapy and medication.

Conan also revealed he once even believed depression was a natural part of being funny, but then at a certain point in his life he began to prioritize his own happiness.

Listen to the intimate discussion below:

Mr. "Saturday Night Live"

Before becoming a late-night icon, Conan worked behind the scenes on "Saturday Night Live" as a writer, masterminding sketches like "Mr. Short Term Memory" and "Nude Beach"—one of Howard's favorites.

While Conan admitted he yearned to perform on camera, he said he wasn't jealous of the "SNL" cast members who did get that opportunity because he felt he couldn't do what his colleagues Phil Hartman or Dana Carvey did.

Last Train to Springfield

After leaving "SNL," Conan moved on to "The Simpsons" and wrote one of the most classic episodes in the show's long history, "Marge vs. the Monorail." "Star Trek" legend and Stern Show regular George Takei was apparently offered a part, but Conan said he turned it down and the role was taken by Leonard Nimoy instead.

"The Tonight Show"

Despite how his final years at NBC played out, Conan told Howard he harbors no animosity toward the network, owing in part to the fact those directly involved with the end of his tenure on "The Tonight Show" are no longer there.

Regardless of how the network treated him, Conan said he could never bring himself to whine about the late-night brouhaha because he knows he has ultimately benefitted from some pretty good fortune throughout most of his career.

Conan Goes to Cuba

After over 20 years in the business, Conan is still finding ways to innovate. Just days after the United States eased its embargo against Cuba, the late-night host decided he should broadcast a show from there. Listen to him discuss how the unparalleled event came about below:

And don't forget to watch "Conan in Cuba" on Wednesday, March 4 at 11 p.m. ET on TBS.