The comedian got his start on 'Saturday Night Live' in 2014 as a featured player.
"Yeah, Lorne accidentally gifted me a sock, so I'm free," Davidson said, referencing a character from"Harry Potter" who became a freed elf in this manner.
He also remembered Michaels telling him he wasn't a good fit when he first first auditioned for"SNL." When the laughter subsided, Davidson turned serious to thank the show he's called home for the past eight years.
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