It’s always exciting when a new face jumps into the world of late-night talk shows, and HBO Max’s Not-Too-Late Show With Elmo is an adorable, silly, very funny addition. Its 15-minute episodes feature celebrity guests like Kacey Musgraves and John Mulaney, and it’s a Sesame Street spinoff that feels remarkably like old-school episodes of The Muppet Show. There are behind-the-scenes bits where Elmo’s producers and writing staff desperately try to wrangle a team full of muppets, and Cookie Monster’s role as the Andy Richter to Elmo’s Conan gives the show lots of fun, friendly patter. Over a recent video chat, I talked with Elmo and Cookie Monster about their new show, how they started this partnership, and their dream guests for the future. I also asked them a crucial question prompted by my 6-year-old, who loved watching the show with me: Why does Elmo wear a suit but Cookie Monster doesn’t?