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David Letterman's return to the talk show world has been shrouded in mystery, but this video reveals a huge puzzle piece -- youngest ever Nobel Prize winner, Malala Yousafzai.

Malala was spotted leaving a taping of Dave's Netflix show in NYC Monday night. She says it went great, and best we can tell -- she's guest #2 of 6.

Rumor is Barack Obama was Dave's first guest a month ago. Dave's not confirming that, or much at all, about his new gig. It's unclear who the next 4 guests will be, but we did see 2 other famous possibilities.

John Krasinski and Emily Blunt were spotted leaving the studio, but they could've just been guests in the audience. Again, Letterman ain't saying much.