Entertainment Tonight.

Conan O'Brien officially took over for Jay Leno as the host of "The Tonight Show" on Monday night, and the funny man had a long way to go to get from New York to his new spot behind the "Tonight Show" desk.

During the show's opening Conan is seen running from New York to California, and hitting up scenic and historic spots along the way such as Wrigley Field in Chicago, and the Rocky Mountains in Colorado.

The audience gave the new host a warm welcome and Conan went into a monologue featuring jokes about himself, Hillary Clinton, Vice President Joe Biden, and his new life in Los Angeles.

"At least we know the applause sign works," he jokes after his warm reception. "Ladies and gentleman this is a huge night for me. I remember watching Johnny Carson when I was a kid and thinking that's what I want to be when I grow up. I'm sure right now somewhere in America there's a little kid watching me thinking what is wrong with that man's hair?"

After showing off the size of the stage Conan welcomed his first guest Will Ferrell.

The actor was carried out by four men dressed as Egyptians holding a pharaoh's platform.

"I didn't want to upstage you" Ferrell jokes. "I just wanted to come in low key, under the radar."

Ferrell talked about his new movie 'Land of the Lost,' and also gave Conan some tips about things to do in Los Angeles. Before leaving the stage the actor sang his own rendition of "Never Can Say Goodbye," joking that although he's pulling for the new host he's not sure how long NBC will keep him around.

Conan's "Tonight Show" debut ended with a performance by Pearl Jam.

Watch "The Tonight Show with Conan O'Brien" weeknights at 11:30 p.m. on NBC.