sat down for a discussion with current emcee Stephen Colbert at Manhattan’s Ed Sullivan Theater on Monday.Letterman’s appearance as a guest on Colbert’s show was his first since he departed the “Late Show” in 2015 after a 22-year run. The two men just spent the segment happily chatting, with Colbert, 59, asking if Letterman longs to be back on his “Late Show” stage.“I miss everything,” the comedian confessed.“Mostly it’s fun. Very few things in life provide one the opportunity — and I can’t speak for you or to you on this topic — But for me, if you muck one up, 24 hours later you get to try again,” he added.