Letterman: The Last Giant of Late Night by Jason Zinoman:
During this time, Letterman began to speak openly about suffering from depression. In interviews, he said antidepressants had saved his life. On the show, he talked frankly with Howard Stern about his social awkwardness. “There are certain kinds of people who lament the fact they don’t have close friends but don’t do anything to create close friendships,” he told Stern on the Late Show. “I’m kind of like that.”
As you might expect from a celebrity who had been stalked, Letterman became protective of his privacy, hesitant to expand his circle of friends. Rich Hall recalled that once during a commercial, he was talking to Letterman about Montana, where they both had homes. Hall was returning there that night but had not booked a plane ticket. After a friendly exchange in which he asked Letterman which flight he normally took, Hall realized from the answer that Letterman had a private jet. When Hall suggested that he could ride with him that night and then take a taxi after they landed, the scene that followed was a textbook case of a talk-show host shifting gears from off camera to on with alacrity.