Gilbert Gottfried is a comedian and actor. Follow him on Twitter @realgilbert . Listen to his podcast, " Gilbert Gottfried's Amazing Colossal Podcast! " The opinions expressed in this commentary are solely those of the writer.

(CNN) I appeared numerous times on the Letterman show when he was on NBC. But I can't say I knew David Letterman at all. With Dave, like Conan and Jay, the host and guest don't generally speak that much. The host has a show to do, after all.

The first time I was on, Paul Shaffer needed music for my introduction. At the time, my two biggest failures were my seasons of "Saturday Night Live" and "Thicke of the Night." Paul knew the theme music for both and combined them. He warned me that the music would take longer than my walk out onto the set, and that I would have to wait for it to end. I told him I would stand there and wait.

But I guess we should talk about David.

What I liked about his style was that he was a lovable grump.

I remember one time Sharon Stone came on to plug her new film . She had just done a photo shoot for the cover of Cosmo. She told Dave she brought her own "Top 10 Cosmo Girl List." She reached into her shoe and pulled out a folded piece of paper, unfolded it and started reading.

At first, the audience laughed and applauded, but more out of politeness. As the lame list went on, it had worn out its welcome. At that point, David said to her, "Are you sure you had the right shoe?"

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She finished the list, to which Dave sarcastically responded, "I appreciate the effort. I really, really do."

This is what was so much fun about Letterman . You always knew there was something steaming below the surface. You never knew when he would come out with something mean or cruel, but in a very funny way. This is what kept you on edge when you watched him.

Then we got to see another side of Letterman . That happened after 9/11. Show business wasn't quite sure what to do after the terrorist attack, but Letterman continued his show. He spoke seriously to his audience and the rest of the country. His voice was cracking. You could tell he was deeply affected, and he revealed there was a sensitivity underneath it all.

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But most of the time, I just like to remember him for his sneaky, mischievous side. Like the time he had Sir Alec Guinness on. He prodded Sir Alec to say that "famous line from Star Wars." David kept pushing. Sir Alec finally said "May the force be with you," and the audience went nuts.

That kind of mean, mischievous host will definitely be missed.