“Conan O’Brien Needs a Friend” is an irresistible mixture of philosophical discussions about art and life and pure zaniness. It’s a program from the late-night host turned podcasting ringmaster that defies easy characterization, and a show that manages to move seamlessly from moments of hilarity to unexpected instances of confession. In one episode, Jeff Goldblum makes purring noises and discusses pinkie rings. In another, Stephen Colbert movingly talks about the deaths of his father and brothers in a plane crash. O’Brien, the host of TBS’ “Conan,” spoke with Variety about why he enjoys exploring the world of audio after nearly a quarter century on television, and the big names he’d like to befriend in future seasons of the show.

Did you have trouble booking guests?

I was doing an event with Will Ferrell at the Greek Theatre, and I knew our booker had reached out to him about doing the podcast. I showed up, and he came out of his dressing room and grabbed me by both shoulders and said, ‘I’m not doing your f—ing podcast.’ I didn’t realize at that moment that he was kidding. He had intended all along to do the podcast — but there was a second there where I thought this is going to be everybody’s reaction.

Very quickly people started hearing the podcast, and we started having people book themselves. As a lifelong believer in achievement through pain and some amount of suffering — it all goes back to a Catholic childhood — this season has been infuriating because it has undone everything I’ve ever believed.

What do celebrities like about doing the show?

It’s a chance for them to come in and have this intimate conversation. I remember Lisa Kudrow said to me, “Wait, no hair. No makeup. I’m there.” People can roll in on the way to pick up their kids or right after they’ve had a colonoscopy. That’s the secret: Interview them about two hours after their colonoscopy, when the twilight drugs are wearing off and they’ve been told they’re polyp-free.

You ask your guests a lot of questions about what drives them to achieve at a high level. Why does that interest you?

None of us really knows ourselves. Part of my obsession is I’ve always wanted to know what’s my deal? What’s my problem? If you could get in a time machine

and go back and look at me when I was 10 years old, you’d see a pretty intense kid. Why? Some of these people were really hard on themselves when they were kids, and they’re really hard on themselves now, except now they have Emmys and Oscars and Grammys. That’s remarkable, and maybe it will be helpful to people listening.

You interviewed two competitors, Jimmy Kimmel and Stephen Colbert. Late-night television used to be a battleground. Have things mellowed?

It’s totally different. When I came into it in 1993, it was like a national sport. Who’s up? Who’s down? Leno vs. Letterman: a clash of the titans.

It’s changed so much. There are so many more people doing it now. If we were still battling it out to the death, I don’t think I’d be doing a podcast. There’s more of an opportunity now to experiment, and there’s less distraction about the whole late-night madness. I have the advantage of being, improbably, the old hand now. I’m Robert Shaw in “Jaws.” I’m the crusty old sea salt who’s seen it all. I’m about to be bitten in half, but damn it, Quint has a podcast.

Do you have any dream interviews?

We haven’t scratched the surface. John Mulaney is someone that I really admire. Martin Scorsese would be someone I’m dying to talk to in this format. Jack White would be fascinating.

You’re podcasting. You’re doing a travel show. You recently did a comedy tour. Would you be content to just host a late-night show now?

I still enjoy it, but when you’ve been in this business a long time, you start to realize that familiarity breeds contempt, and you’ve got to keep challenging yourself. The podcast is a good example of that. It’s really fun — and that’s fresh blood for an old vampire.

Read Variety’s cover story about how Conan O’Brien and other top hosts are driving the podcast revolution