How is fatherhood treating you so far?

I’m going to sound awful, but I thought it was going to be a lot harder. [laughs] I built it up so much in my mind and got so panicked. But it’s been wonderful so far. Babies are not as fragile as I thought they would be. When the nurse handed me the baby, my arms went numb. I was like, “I can’t do this, I can’t do this.” Now I toss her around like a beanbag.

Taking the sitcom meant leaving your longtime home at “S.N.L.” Why take that plunge?

You spend all your time worrying about how you’re going to get on “S.N.L.,” and then once you do, you spend all your time worrying about when you’re going to leave. It’s a seven-year contract, and then I signed for another two years. I would have stayed if I didn’t have something that I felt comfortable going to, but once this project came, I thought, this is the one.

What was your final show like?

I was very, very sick, but it was a perfect day. Tom Hanks and Alec Baldwin carried me offstage at the end. It’s one of the only times I posted on Instagram. I said, I can’t believe this happened, so I’m going to force this one down your throat.

You don’t like calling attention to yourself.

No, I hate that. I always used to say to Lorne [Michaels, the show’s creator], I would be perfectly happy doing “Saturday Night Live,” them not airing it, and I just got a copy to take home and watch when I was in my 60s.

There’s a wheelhouse that your best “S.N.L.” characters seemed to fall into ——

Very confident weirdos. That’s what I’ve always been drawn to. That’s me. I’m also kind of an idiot. There’s a little part of me in everything that I do. Drunk Uncle is pretty much just me, minus the racism.