Ever wonder about the people you see in late-night TV talk-show sketches? Who are they? Where do they come from? What's it like? Do you get to hang out in the green room?

Comedian Grace Helbig, who performs Wednesdays with improv house team Borealis at The PIT in New York City, vlogs regularly for My Damn Channel and also with comedy partner Michelle Vargas as Grace N' Michelle, reviewed her day yesterday, in which she got to appear in a bit for Late Show with David Letterman. She tells you all about it.

Roll it!