Story highlights "It is nuts. I feel like crying right now," the first lady said

The first lady also appeared in one final talk show prank video

Washington (CNN) First Lady Michelle Obama discussed what she called her "surprisingly emotional" final days in the White House during an episode Wednesday of "The Tonight Show."

"It is nuts. I feel like crying right now," the first lady told host Jimmy Fallon when asked about her remaining days in office.

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"It has been surprisingly emotional for all of us, in ways that we didn't expect," Obama said, though she added that she thought she was ready to leave after eight years.

While on the show, Obama took part in Fallon's well-known "thank you notes" segment, writing one to her husband, President Barack Obama, whom she thanked for "proving you're not a lame duck, but my very own silver fox."

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The first lady also appeared in one final talk show prank video, this time shocking -- and causing many happy tears -- unsuspecting supporters who thought they were recording video messages honoring her. The first lady was seen getting choked up backstage at the tributes before she revealed herself to each of the supporters, who were joyful at the sight of her.

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