The most meaningful moments, just looking back, were like … Long pause for crying, sorry.

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Earth, I love ya!

Thanks for letting me stay a while.

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The sketches were originally written by Mikey Day and Streeter Seidell.

See, Mikey understands that Im kind of …

I dont dress so fancy.

So they typed up a draft, and then it didnt need anything.

It came out perfect the first time, and it was amazing.

Everyone was really laughing at the table.

Colin Jost once described youas a meticulous, very cerebral writer.

The only thing that ever made sense to me was doing a funny voice.

Then I have other voices that just sort of naturally occur to me.

So I just would sort of sit there and talk in that voice and contribute in that way.

How did you start building this character once you saw the script?

Thats me, baby.

Thats how I am.

Thats how I talk.

Im Rafferty, all right.

Im made of junk.

Nothing about it was a stretch at all, so it was really nice.

How do you then elevate it?

Hair is the next thing; thats the next most important character-defining trait.

Then an outfit begins to grow from that.

And this felt like one of those.

And I get that, I really do.

I feel I use humor in that way, and most people do.

I love two normals and a weird, or three normals and a weird.

Thats my favorite thing.

And I love being the weird one, obviously.

And I would never have thought to have the normal thing be having a beautiful alien encounter.

Thats the genius of Mikey and Street: They just are masters of setup, among many other things.

But you smile a little bit.

How do you remember it going?

It was certainly one of the top three moments Ive had doing sketch comedy.

And yet sometimes it was just too fun.

So sometimes I would allow myself to just go there.

The fourth time you did it, in 2017, Ryan Gosling was back.

That then became the new beat that youre going to climb all over the host.

Youre a very tactile sketch performer.

It was not something wed been rehearsing all week.

A lot of the other ones were monosyllabic, and this was entire rhyming phrases, rhyme within rhyme.

The way that Colleen Rafferty talks is very basic.

It has a timeless, mid-century quality.

I think thats one of the great comedic juxtapositions about the character as well.

The last version of this sketch, of course, was your good-bye sketch in your final episode.

Leaving was in the back of my mind for a while, because its just a grueling schedule.

Wait, what were we talking about?

What made you stay through seasons eight, nine, ten?

And mostly I hate change and I hate good-byes and I love those people.

I have to go.

As scared as I am and as sad as I am, its time.

What was it like telling Lorne that you were going to be done?Oh, man.

Sorry, one sec.

Telling Lorne was really hard.

He knew it was coming.

He was very sweet.

But he has been a father figure to me, and so much more.

It was just really hard simple human emotions, not wanting to say good-bye to something you love.

It only happened two months ago.

Lets move back to sketch to make it a little bit easier.Okay.

Thank you, thank you.

So for your last show, what were the conversations like about doing a good-bye sketch?

So I didnt get to make out with everyone, which is a bother, but maybe one day.

I anticipated it being this moment of absolute release, and it was, in a way.

It was not the most meaningful moment of the decade in the way that I thought it might be.

The most meaningful moments, just looking back, were like … Long pause for crying, sorry.

Those are the moments that meant the most.

It was exactly what I would say if I had written it.

I felt like I really did just want to say, Thank you.

And thank you for watching.

So there were multiple catharses that evening.

So that sketch was the cold open, and the last sketch was you and Aidy.

What was that moment like?That was great.

It was just good to be up there with my dear friend.

But it couldnt quite encapsulate the enormity of what that relationship has meant to me.

You cant quite say in a moment what ten years means.

I tried every possible permutation you could think of.

I tried to be a magical troll that was Scottish.

I tried to be the prime minister of Scotland, Nicola Sturgeon.

I could not wait; I had to have another go.

And you should probably let it go.

What was it about it?I dont know.

So, sorry, but maybe one day.

I feel really healthy and really good.

Im wearing my retainer again.

Im taking vitamins for the first time.

But Im also excited to join new families and explore other parts of myself.

I have joy and I have sadness, and maybe Ill see if I can do something with that.

Youve been doing sketch professionally, essentially, your entire adult life.

Youve done other roles, but it seems like characters are so much a part of it.

One was after Hillary had lost, and thecold open was me playing Hallelujah on the piano.

Then I also felt really connected that first time when I did the alien abduction sketch.

We all feel the same way about something.

I just think thats the greatest experience you could have.

This interview has been edited and condensed.

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