"I get there, like, fifteen minutes early and they have something for me to wear. It's really fun for me because I don’t have to prepare stories. It’s kind of like improv. There's no reason to be nervous because you don’t have anything you have to say, and it really forces you to be in the moment," Wiig explained. "And when the audience knows that you're not prepared, maybe they're on your side a little bit more, too. It feels like everyone's in the same boat watching you try to make up stuff on the spot. So you feel like you just have a little more freedom to fail."