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Oprah: Did you always know comedy was your calling?

Jay: I never said, "This is my calling." My mother would always say, "There's a time to be funny and a time to be serious"—but for her, there really wasn't a time to be funny. We could be at Disneyland, and she'd say, "Not here." Well, then where, Ma? Annoying my mother was one of my great pastimes. Mom was from Scotland, and Scottish people are reserved. That's why it's The Tonight Show with Jay Leno—not Starring Jay Leno. And even with that, my mother would say, "Why do you have to have your name all over everything?" When I was 7 or 8, one of my great pranks was to run away from my mom, and then go up to a manager in a store and say, "I can't find my mother. Would you page Catherine Leno?" For my mom, nothing was worse than having her name called out in public: "Catherine Leno, please come to the front." She'd come running up, yelling, "He wasn't lost—he's just being silly!"

Oprah: So you were always doing things to be funny?

Jay: Yes, but I wasn't thinking in terms of show business—8-year-olds here in Los Angeles already know they want to be lighting directors, but I'd never even met anyone in show business. It's one of those few fields in which people who know nothing about it feel free to give expert advice. When I was in high school and thinking of becoming a comedian, a lady up the street said to me, "You can only be a comedian if your father was one—that's the way it works in Hollywood." This from a woman who'd never even left town!

Oprah: When did you know you wanted to pursue comedy?

Jay: About a month ago. No, really—I always had day jobs, and I did comedy at night. I'd put my comedy money in one pocket and my job money in another, and I'd live on my comedy money. I still do. When it got to the point that one night of comedy was more than a week's worth of day job money, I thought, Let me get myself some more nights of comedy and lose this regular job.

Oprah: You were smart about it.

Jay: I used to tell one of my friends before we'd visit New York, "Always keep 40 bucks in one pocket and a couple hundred in another. Then if you get robbed, you can just hand over the 40 bucks." So the guy gets jumped one day with a knife, and the robber says, "Give me your money!" And he goes, "Here—oh, no, that was from the wrong pocket!" So he got all screwed up and had to hand over all the money.

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