Stephen Colbert is looking back at his first night hosting The Late Show with Stephen Colbert, calling it one of the most terrifying moments of his career. He shared the story during a fan Q&A posted on his YouTube channel on May 4, just weeks before the show's series finale. Jason Baker's risky direct Avid feed saved Colbert's first Late Show broadcast from total failure. By: The Late Show with Stephen Colbert / YouTube Colbert said the early days were "a little rough" when he took over from David Letterman in 2015.