Conan O'Brien didn't go to school for comedy, but he was always a writer. In high school, he wrote for his school newspaper, the Sagamore. He would go on to major in history and literature at Harvard and wrote his college thesis on the works of William Faulkner and Flannery O'Connor. He also contributed to the notorious Harvard Lampoon. He always had a sense of humor, but was more of a book nerd and lit-facing intellectual than a standup comedy enthusiast. It was at some point in college that O'Brien was bitten by the showbiz bug, and he moved to Los Angeles in his early 20s to pursue a career in writing. He got gigs with "Not Necessarily the News," and would be hired by "Saturday Night Live" in 1988.

Shortly after O'Brien left "SNL," citing burnout, he was offered a job writing for the hit animated sitcom "The Simpsons." Already...