Conan O’Brien had already mentally picked out the leather driving gloves he’d buy for the vintage Porche he assumed David Letterman had purchased him upon the late-night veteran’s retirement. Instead, Letterman dropped off a horse named Dave in the Warner Bros. parking lot. “The horse’s real name is Dave. He searched all of the world for a horse named Dave,” O’Brien told Stephen Colbert last night on The Late Show. In a fun added twist, the stable where O’Brien tried to board Dave informed him, “That horse is crazy.” Fortunately, Dave the horse ended up going to massage school, so Letterman’s gift worked out for everyone, especially Dave the horse. Concluded Conan,“Dave is a genius, but he’s an evil genius. He knew exactly what he was doing.” Which Dave was he talking about? You’ll have to watch to find out.