More than a few actors and comedians have told me that you cannot always trust the IMDB. And true to that, the Internet movie database does not apparently know that David Letterman starred in his own half-hour special for HBO in 1981, the year before he began hosting Late Night for NBC. You'll see some of what Letterman figured out worked in late-night here, including his work with people on the street (or as you know it, "Jaywalking" before Jay Leno called it that), production help from Hal Gurnee (who became the longtime director of Late Night With David Letterman), writing and acting from Merrill Markoe — who was Letterman's love interest between his first wife and his second wife (Regina Lasko, who incidentally also worked for Letterman, and why haven't more media people mentioned that irony).
On a comedian level, though, watching this made me realize why Letterman had the late stand-up George Miller on his show (both NBC and CBS) regularly every year until Miller's death. Letterman stuck by his old comedian buddies. Likewise, he continues to book Tom Dreesen for stand-up and panel every year, despite the fact that Dreesen's main credit was opening for the late Frank Sinatra, who died years ago (but Dreesen played on the same Comedy Store hoops team with Letterman in 1978, when they both were struggling, so that counts for something).
Anyhow. Enough with the words. Let's watch Letterman's anti-comedy half-hour HBO special called "Looking For Fun," which seems like so little fun at times that it makes you think this was the show that inspired Norm MacDonald. It's that weird. Roll the clips, in three parts!