In case you missed it, Oprah got David Letterman to sit down for an in-depth hourlong TV interview that covers his real and imagined feuds with Jay Leno and Oprah herself, his affair that went very public, his bouts with depression, and more.

The interview aired Sunday night. They taped it at Letterman’s alma mater, Ball State University, where they have named a building after him.

“I don’t think I ever really got to know him,” Letterman said of his idol, Johnny Carson. When Oprah turned the question on Letterman, he said he figures his longtime co-workers know what he is like and what to expect out of him, but that a new intern might find him “peculiar” and have stories to tell about his odd behavior.

On his true feelings about Jay Leno, Letterman said he didn’t feel like he “deserved” to get Carson’s job. But he also called Leno the “funniest guy I’ve ever known” and yet “unusual” and also the “most insecure person,” “which I cannot reconcile.”

On his low threshold for embarrassment, even though he’s more than willing to embarrass his guests:

Which leads into dealing with his public sex scandal, and how it has led to him becoming a better person and husband. “In atoning for it, you eliminate that behavior, and you apologize to the people you hurt. Going forward, there’s not much more you can do.”

He didn’t have to apologize to Joaquin Phoenix, but he felt bad about some of his interviews, such as Justin Bieber, or Sarah Palin’s daughters. Why? Because he felt bad in those instances. And because he wanted to keep making fun of Sarah Palin herself later on, if need be. He also called Paris Hilton to apologize to her. “And that’s just scratching the surface,” Letterman said. As for Donald Trump? “If you’re smart enough to become a billionaire, hopefully you’re smart enough not to be a racist.”

Oh, and yes, that supposed feud with Oprah. There wasn’t really one. Although Oprah did avoid Letterman for years because she felt her first appearance on his show when he was in Chicago went horribly wrong because of how drunk members of his audience had reacted to her.

Letterman also revealed his struggles with depression behind the scenes, describing a six-month “sinkhole” when he didn’t want to get out of bed.

When will Letterman retire? He says he’ll take his cues from CBS chief Les Moonves to decide when to quit. “I don’t know when it’s time to go.”

Letterman and Oprah also spent another hour that same day in November talking in public at Ball State. So here is that.

And for a different take at probing Letterman, try Charlie Rose’s interview with him upon receiving his Kennedy Center Honors. A half-hour version of that also exists.