We all remember our first time. Maybe it was awkward, maybe it wasn’t how you pictured it, maybe you laughed at the wrong times, maybe the bartender screwed up your name. But however terrifying that first time was, you knew that it could be the start of something incredible.

For stand-up Tammy Pescatelli, her first time on television should have happened sooner than it did. “Every time I was supposed to do something on TV, there was some crazy fallout,” Tammy said. “I won the Bud Light Ladies of Laughter contest, and that was supposed to come with a TV appearance, and it didn’t happen.” Nor did her spot on Comedy Central’s Premium Blend, because neither Tammy nor the company could shell out the airfare.

Then, in 2003, she booked The Tonight Show. After all the near misses, “My first gig on television was the biggest gig you could get in comedy.” So you could say she’d just been waiting for the right person. Totally the right person. “Jay Leno was the first comedian I ever paid to see,” she told us. “I remember crying all the way to the [Tonight] show. I just couldn’t believe it.”

Once she arrived at the studio, the tears gave way to nerves, and the nerves gave way to a kick-ass performance. “My first television appearance was one of the best sets I’ve ever had. I realized I didn’t have to make five million people laugh, just the people in that room. I was so relaxed that when I sat down on the couch, I gave as much interview time as I did set time. And I was sitting between Jay and Tobey Maguire!”

And the next day? Did she wake to a newfound fame and a feeling of comedic invincibility? Not exactly. “I felt deeply depressed,” she admits. “I didn’t know what would come next.” What’s come since then has been almost as awesome as sitting next to Jay and Tobey. She followed her Tonight Show appearance with stints on Dennis Miller, Last Comic Standing, The Jerry Lewis Telethon and her own special, Comedy Central Presents: Tammy Pescatelli. Proof that the wait for that first time can be well worth it. Even if it had ended up being the last time.  “If everything had ended right there,” said Tammy, “I still would have been the girl who was on The Tonight Show.”

This month you can catch Tammy and loads of fantastic comediennes, including headliners Joan Rivers and Paula Poundstone, at the Lucille Ball Festival of Comedy.

More on Tammy at Pescatelli.com