Pete Lee made his debut last night on Late Show with Dqvid Letterman.

Lee, who appears weekly on the new version of VH1’s Best Week Ever and just shared his tips with The Comic’s Comic on entering and winning stand-up comedy competitions, poked fun at himself for his name, his “annoying nice” personality, and the nicknames he shares with his wife. No, they don’t have the same nickname. You get it. Lee also shares his own take on marriage and relationship advice. Take note: It’s not always a marathon, except for how it is. You’ll get it. If not, just ask Brad.

Roll the clip!