First Lady Michelle Obama joins host David Letterman on the set of the Late Show with David Letterman, Monday, March 19, 2012 in New York.

*In her first ever visit to CBS’ “Late Show,” Michelle Obama tried not to cry when she host David Letterman asked about the influence of her parents. She spoke at length about her father’s battle with multiple sclerosis.

“I never knew him to be able to walk, but my dad worked so hard and he loved us so much, and I think from him I learned just absolute, complete unconditional love, the notion that kids really don’t need anything but to know that their parents adore them,” said the first lady.

“I think that’s the greatest gift they gave us, just their constant support and, you know, stability, and that’s really what we try to instill in our girls,” she added. “I mean, you talk about raising kids, it’s just really – you know, we had rules, we had boundaries, but there wasn’t anything my dad wouldn’t do for us, and, uh – don’t make me cry.”

Recognizing the conversation had taken a turn for the serious, Obama exclaimed: “Don’t make me cry. This isn’t ‘Oprah! It’s supposed to be ‘Letterman.’ What’s up? Where are the laughs?”

“Did somebody tell you this was ‘Oprah? Is that why you’re here?” Letterman said. “Oh my, someone misled the first lady.”

More laughs came when Mrs. Obama discussed her private conversations with the president. Letterman asked, “Hypothetically speaking, at the end of the day… has your husband ever come home and said to you, ‘Oh, that John Boehner, what an idiot.’”

The first lady laughed.

“It has never happened, never, never,” she said sarcastically, shaking her head. “He is always upbeat, particularly about Congress.”

The conversation also swung to First Dog Bo Obama. Mrs. Obama boasted about his intelligence, particularly when it’s time for him to do his business.

“He will come up and put his paw on your leg and kind of nudges you,” she said. “And then you’re like, ‘What do you want?’ And then gets excited. And you say: ‘You want to gou out?’ And then he starts barking. He’s very smart.”

Letterman asked, “Is that what Biden does?”

Laughing, Obama said, “No.”

At one point, Letterman held up the infamous picture of FLOTUS in a Washington-area Target in September, sporting sunglasses and a baseball cap trying to go incognito. Obama said she thought her cover was blown when a woman approached her in the detergent aisle. But she only needed help reaching an item on the top shelf.  After the first lady got it with ease, the woman told her, “You didn’t have to make it look so easy.”

“That was my interaction,” Obama said. “It felt so good.”

The first lady also spoke at length about her Joining Forces Initiative. Watch below.