First Lady Michelle Obama appeared on The Late Show With David Letterman for the first time on Monday. (PHOTO: Screen Capture / CBS / Worldwide Pants).

First lady Michelle Obama paid her first visit ever to The Late Show With David Letterman on Monday, and there were plenty of laughs to go around.

As Letterman's only couch-bound guest, Obama talked about everything from nighttime conversations with her husband, to her undercover shopping experience at Target, to the first family dog Bo.

Things did get a little emotional for the first lady when Letterman asked about her late father, who had multiple sclerosis.

I never knew him to be able to walk. But my dad worked so hard and he loved us so much. And I think from him I learned just absolute, complete, unconditional love. The notion that kids really don't need anything but to know that their parents adore them. I think that's the greatest gift [my parents] gave us. Just their constant support . . . that's really what we try to instill in our girls . . . there wasn't anything my dad wouldn't do for us, Obama told Letterman.

As Letterman began his next question, Obama interjected and said, Don't make me cry . . . this isn't Oprah! It's supposed to be 'Letterman.' What's up? Where are the laughs?

The 48-year-old first lady was in New York City to raise money for the president's re-election campaign and to promote her national initiative, Joining Forces, which supports armed service members and their families.

Following the taping, Obama attended a star-studded campaign fundraiser in the Tribeca neighborhood of Manhattan, hosted by Robert De Niro. Guests included Beyonce, Whoopi Goldberg, Ben Stiller and Harvey Weinstein, according to the New York Daily News.

Here are some highlights from first lady Michelle Obama's debut on The Late Show With David Letterman. Scroll down for the full interview, courtesy of VarcityMediaConcepts on YouTube.

On late night conversations with President ObamaHe is always upbeat, particularly about Congress.

On an undercover shopping trip to TargetI thought I was undercover . . . no one knew that was me. Because a woman actually walked up to me. I was in the detergent aisle. She said, I kid you not, she said, 'Excuse me, I just have to ask you something . . . can you reach on that shelf and hand me the detergent?' I kid you not. And the only thing she said, 'Well, you didn't have to make it look so easy.' That was my interaction. She had no idea who I was.

On the first dog, BoHe is the smartest dog on the planet. He is my son. I have a two girls, and a boy . . . he's a very sweet dog. I'm not being biased. He is really a good dog. He's very well-mannered, he's very even-tempered. He has a very busy schedule, appearances. I'm thinking about getting him an agent.

On her childhoodI think my childhood was wonderful. We had seven channels. We didn't have 24-hour TV. The notion of a video game . . . remember they had Pong? Those two little slits and the ball that went back on forth. We played that for hours, that was like, woo! We went outside, we played in the yard. It was a big deal if you rode your bike around the block, and if you got to ride it through the alley, that was a cool thing. I think my childhood was much more simple than it is now for kids.

On dinnertime6:30 no matter what. We have dinner together as a family. That's been the beauty of living in the White House because before this, Barack was in Washington, he was in Springfield, we would see each other on the weekends. And now we have dinner every night. And that's when we really get to talk about things.