Watch: First Lady Michelle Obama Chats With David Letterman, talks Parenting, Shopping, and New Initiative

Monday night, First Lady Michelle Obama stopped by Late Night with David Letterman to talk about her initiative, Joining Forces, which supports returning veterans.

During the hilarious interview, Mrs. O talked about raising her daughters in the White House (she even gave Dave parenting advice), her “covert” shopping trips to Target and Petco (she threatens them often), her parents (they taught her unconditional love), and her private conversations with President Obama.

Check it out.