New York (CNN) Former cast member Jason Sudeikis returned to "Saturday Night Live" to reprise one of his most memorable characters: former Vice President Joe Biden.

Sudeikis' Biden returned to the NBC variety show to kick off Saturday night's episode by taking sensitivity training, even though he thought he was there to talk about his March Madness bracket.

"I know I had Delaware winning the whole thing, even though they didn't make the tournament this year, but hey it's better than last year when I picked Amtrak, right?" he said.

Kenan Thompson's adviser character informed the fake Biden that it was about the "touchy, feely stuff." The sketch follows allegations that the real-life Biden made women feel uncomfortable with the way he touched them.

"I'm a hugger, I'm a kisser and a little bit of a sniffer," Sudeikis' Biden said. "But the last thing I want to do is offend anyone."

A consultant who handles sensitivity training, played by Kate McKinnon, then came in to help fix Biden's behavior.

"Great to meet you," Sudeikis' Biden said up close and nose-to-nose with the female consultant.

"Yeah, so this is exactly the kind of thing I'm here to prevent," McKinnon's consultant told the fake Biden. Sudeikis' Biden then played soul singer Lou Rawls to help bring in some "vibes" and build a "human connection."

"Mr. Vice President, let's discuss how to properly greet a woman," McKinnon's consultant said.

Sudeikis' Biden asked if a hand shake was all right but also asked, "What about if during that handshake I tickle her palm a little bit?"

"That's not great," she said. "I would say no tickling at all."

Sudeikis' Biden then asked if it was OK if he could still do that "gorgeous lift that they do at the end of 'Dirty Dancing.'"

"Who would you do that with?" McKinnon's consultant asked.

"Hell, whoever is strong enough to pick me up," he responded.

The sensitivity training ended with Sudeikis' Biden saying he really didn't learn anything but felt that it was important to listen.

"Let's hug it out, America," he said before saying the show's classic catch phrase, "Live... From New York! It's Saturday night!"

Game of Thrones

This week's installment was rife with guest appearances stirring up hot-button issues.

Addressing what some fans might consider the most important thing this week, stars of HBO's "Game of Thrones" appeared during host Kit Harington's monologue asking for spoilers on the series' highly anticipated finale.

Emilia Clarke, Rose Leslie and John Bradley questioned Harington from the audience about the finale and what was next for the actor now that he is out of a job on the show.

"I forgot," Clarke said when Harington reminded her that she was also in the finale she asked about. "A lot of my scenes are talking to a dragon which is just a tennis ball on a green pole, so I have no idea what's actually happening."

"My question is: what are we going to do for money now?" asked Leslie, Harington's wife who also played his love interest in "Game of Thrones."