"So Saturday Night Live was scouting for a couple of new cast members, but I knew that after Sandler left, they specifically wanted someone young, white, energetic," Cook says on The Last Laugh podcast. "And I played guitar. And they called me up, with my manager, and they were like, 'We love you. We think you bring the right—college, the whole thing, just the right package.' And so all I had to do was go in front of Lorne Michaels. I actually did some impersonations. I never did them on stage, but I could kind of get people down. Who did I do? I did Christian Slater. I think I slicked my hair back, kind of held my eyebrows up. But really more than anything, it was just the energy and that unbridled thing that I brought to the stage. Well, I had a huge, huge breakdown outside of Rockefeller Plaza. And I sat on a bench. I couldn’t breathe. I’ve only had in my life, fortunately, a few really bad, catatonic state-level panic attacks—incapacitated—and this was just about there sitting on that bench. The reason I couldn’t do it is because I knew I’d get it. I knew what they were telling me. And I felt like I would be fine as long as there wasn’t what I also understood, which was the politics of working there. And I had a couple of friends that were on the show, so I knew it could be cutthroat. I was not a confrontational person. I was not a person who could fight for my opinion. I was really scared a lot. And I was like, I’m not ready for that. I can’t do that. I can’t fight. And I called my manager and said, “I’m not going in.” And man, I disappointed a lot of people that day. I really disappointed myself. And then there were a lot of years on the road when I’d see (Jimmy) Fallon. Because Fallon got it."