A self-professed class clown, "Tonight" show host Jay Leno performed to two sold-out crowds at Washington, D.C.'s George Washington University Saturday, PEOPLE reports. And no one was safe -- not even David Hasselhoff.

Washington, D.C., Mayor Anthony Williams and CNN's Wolf Blitzer were among those giggling along with the show, held during the college's Colonials Weekend for alumni, family and friends.

Before the show began, Leno, 51, gave the kids some perspective on their future by chatting about his own career. He started trying to break into comedy during his years at Emerson College in Massachusetts, where he majored in speech therapy.

"I used to drive two hours every single day to go to the Improv in NY to try to get five minutes of comedy, then drive back," he recalled. " I didn't have a lot of time for college."

He practiced his routines at strip joints ("which weren't too bad when you were in college") and sorority functions. When he finally became the "Tonight" show host in 1992, he considered it like high school all over again.

"When you're a freshman nobody knows who you are, and you're a loudmouth," he said. "Then when you get to be the class clown, they go, 'Oh, it's just Jay.'"

For the first two years as host, Leno admits, he received a lot of grief from being too nice to guests. "I had to do that to win their trust so they would come back again," he said "Now, (I) can nail them or hammer them on an issue because we're friends."

This theory, however, doesn't always work. "I remember when David Hasselhoff chased me down the street," he said, citing a monologue joke in which he talked about an episode of "Knight Rider" that featured Hasselhoff playing his own evil twin.

His observation: "You know it was his twin because the twin couldn't act either."