Oprah: A couple of years ago, the cast of Thank God You're Here [an improvisational sketch comedy series that ran on NBC in 2007] visited my show. It was the first time I'd tried improv. You have to be 100 percent in the moment.

Tina: That's right. When I studied acting technique, I could never understand what I should be thinking about when I was onstage. I'd be standing there thinking, "Hmm, how does my hair look?" But with improv, the focus is clear: You're supposed to be listening to the other person so you know how to respond. Improv involves a lot of agreement. It's all about saying yes to the person you're across from, because if you don't say yes, the sketch is over. That can even shape your worldview. It breeds positivity.

Oprah: For many years, I was a news anchorwoman. I hated it, but it was a good job, so I kept it. The day they fired me and put me on as a talk show host, I felt like I'd come home to myself. Is that what happened to you with improv?

Tina: Yes. It's better than acting because you can play people you don't remotely look like. It feels like a sport—and it was the fit I was looking for.

Oprah: At Second City, does everybody know when the SNL scout is coming?

Tina: Oh, yes—like puppies in a pound: "Take me, take me, take me!"

Oprah: SNL is still a sketch comedian's big dream?

Tina: Yes—though these days, the dream could also be to get into a Judd Apatow movie. And yet SNL remains the only place where you can make up stuff on a Wednesday that's on the air by Saturday. Comedians who only do movies miss that. SNL keeps you tuned up for everything. Nothing freaks you out. But back to the scouts: When they came, they didn't take me. My friend Adam McKay was already working at SNL, so I called him. That's how I eventually got a writing job there.

Oprah: When that happened, did you think you were in heaven?

Tina: Yes! Of course, I also felt pressure. But once I found the rhythm of the place, I liked the competitiveness. It was like, "Let's see what everybody's got this week!"

Oprah: What's that experience like?

Tina: You're at this crowded table with Lorne Michaels, all the cast and designers and network people, and the week's host. During my first week, Sylvester Stallone was hosting. In this packed room, they finally get to your sketch. It's hard to get laughs when you're new—you get some goodwill after you've been there for a while, but in the beginning, you're just sweating. You may not get a single laugh during your whole piece. A year after I came to the show, I finally had a piece that really killed in that room—and that was almost more satisfying than having it succeed on the air. That's how tough that room is.

Oprah: But after just two years, you became the first female head writer in the show's then 25-year history. That was a big deal.

Tina: In fairness to the show, there had only been about three head writers over those 25 years. Yet I think there's a perception that the show is misogynistic. I don't doubt that it once was, but it isn't now.