Billy Eichner has spent years terrifying and rewarding pedestrians on "Billy on the Street," which premieres its fourth season October 8 on TruTV. The gonzo game show sees Eichner approaching strangers in New York City with a microphone, forcing them to play pop culture-related games, and giving them minuscule amounts of money for their trouble. Occasionally he brings along celebrity guests like Will Ferrell, Amy Poehler (his costar on "Parks and Recreation"), Paul Rudd, Neil Patrick Harris, Lena Dunham, and -- during one incredible moment -- Michelle Obama and Big Bird. It's a show where anything can happen, but it usually boils down to intense yelling.

We caught up with Eichner to discuss bringing on Tina Fey for the fourth season premiere, the art of mocking celebrities on Twitter, and whether his character on the Hulu series "Difficult People," created by his costar and frequent collaborator Julie Klausner, is basically just him with a different name.

"Billy on the Street" looks like a cathartic experience to shoot, given all your yelling and running around. But logic tells me it is just incredibly exhausting. Which is it?

It's really hard work! It's like anything else. It feels like work, but it's work that I like. You know what I mean? I think I was really thrilled to have Tina on the show. I'm such a fan obviously. She's a genius. And I knew Tina was a fan too. It's so rare to see Tina struggle with something, and I think that's fun to see during the premiere.

How do you feel the show has changed over the years? Do you feel obligated to switch up the format?

I do like pushing the boundaries a bit. I like subtly or not so subtly throwing in messages that are important to me. Last year we played a game called "Queen Latifah or Brave Person?" Things like that I like a lot. Hmm, as for what has accidentally changed, I think this far into it I'm not afraid of being un-mainstream a lot. Like, if I want to talk about Uzo Aduba a lot, I will and I won't fret much. But it's a balance. People kind of know me now, and you're basically either with me or against me. I'm comfortable going in any direction I want to go in.

The list of guests you've had on the show is astounding. Who was your most prized and surprising get?

I was really surprised at Julianne Moore. I DM'd her on Twitter, is how that happened. Because publicists will just say no! I went to her directly. This was a few weeks after she won the Oscar. We'd followed each other but had never communicated. I knew she knew Julie Klausner though, because I heard her on her podcast. I figured she was super cool. I DM'd her and she wrote back within an hour! She was like, "Where and when do we do it?" We have a lot of people on the show, but they tend to be in my world. Like, I don't know Tina well, but she knows Amy [Poehler] and feels a little close to my world. Chris Pratt was on "Parks and Rec" with me. Sarah Jessica Parker I'd heard was a fan. I knew Julianne was a shot in the dark, so that was surprising to me.

Are you ever suspicious of big stars who want to be on your show? Do you think, "They want to seem cool"?

[Laughs.] And now they're using my show? I don't know if Chris Pratt needs the publicity this year. We're really lucky at this point because no one's really doing the show to promote anything. That's one nice thing. They do it because they want to do it. They come game, with the notable exception of Nas. I feel bad about that in retrospect. No one explained to him what this was. They usually come ready. Sometimes I get a little nervous. Like, with Michelle Obama? How would she react? I asked her to push me in a shopping cart. She's the First Lady. That was terrifying. It wasn't once she got there, but ahead of time it was intimidating. And Letterman? In my head, he's scary. Once he got there he was really game and enjoyed the process. I don't even really know why they enjoy it. There's something masochistic about it. I think they like not being recognized. They like the humble pie of it all.

My favorite thing about the show is that when you have guests on and they might be nervous, you still don't hold back. You make people adapt to your style. Have you ever had the instinct to pull back to accommodate a guest?

Never consciously. Michelle Obama was a different situation, but I certainly didn't pull back. Although I'd had explosive diarrhea 20 minutes before she arrived -- which never happens even though I've shot things with people I love like Madonna -- I just knew how much attention that video would get. There were a lot of variables. But I really didn't want to soften. One of the first things I did was yell at her about Gene Hackman. That felt very me. I was proud of myself for whatever that's worth. I was able to keep that up even though inside I was like, "Don't f*ck this up." I did scream at her. I remember going into the Madonna shoot for "Conan" a few years ago -- and as you know, I love Madonna -- the plan was that we wouldn't talk directly before we met. We didn't discuss what we'd say. I remember thinking in my head, "This is so crazy, but you have to be Billy. You cannot back down because of Madonna. You have to scream at her. You have to run away from her. It has to end with you running away from her." She screamed at me too, which was cool. It was a very conscious decision to amp myself up and not just be like, "Oh my godddddd, it's Madonnnnaaaa." I couldn't be the fangirl gay boy. I had to be me. 

You don't make fun of celebrities so much as you make fun of the facade that celebrities present. Have you ever felt like pulling back on that thanks to all the celebrities in your orbit nowadays?

No. Because I think the smart celebrities agree. They know who's lame and who's cool. Even if they won't publicly put it out there, they follow me for a reason. They relate. They have the same opinions about whatever lame person I'm mocking. I don't mock a ton of people, though I've focused on a few over the years. It's like, I don't care. If I make a joke about Anne Hathaway, A) I ain't the only one, and B) she's Anne Hathaway! I mean, what are you going to say? 

Who gets it the most?

Sarah Jessica Parker gets it. She cornered me at a party. This is why she's on the show. She cornered me at Bridget Everett's birthday party at New York. I didn't know Sarah. This is also the party where I introduced Julie Klausner to Marc Shaiman, who said, 'You made fun of 'Smash' on your podcast!' which then became a plot point on 'Difficult People,' where Marc Shaiman made a cameo and they reenacted the whole thing. Big party. That was a really big night for me because I met Nathan Lane for the first time and that blew me away. I've always been a Broadway fan, and as a kid I wanted to be Nathan Lane. But Sarah, like, pulled me over and for a half hour deconstructed 'Billy on the Street.' She had watched full episodes, not just the clips online. She analyzed everything. 'It must be so hard,' she said. 'I love the show but I also think about how hard you're working. I also think about the microphone.' She picked apart these little details! It's why I knew she would do the show. She's one of those people that loves theater, makes a conscious choice to live in New York, and she's a giant star who does, like, an off-Broadway play. If I'm ever super super famous, I want to be like that. She's just super cool and values the right things and has really good taste. She's doing everything for the right reasons. I really, really love her. Like, she told me about watching a play at St. Ann's Warehouse in Brooklyn. You're Sarah Jessica Parker and you're sneaking out to watch some play. I just love you.

You tend to talk about A-list celebrities, but I assume your pop culture interests vary. What would surprise us about your personal obsessions?

You know, I really like good actors. I don't think of myself as a comedy guy! I think that would surprise people. When I first started getting press, they'd write "Comedian Billy Eichner" and I would panic! I was confused. "What do you mean, comedian? I'm an actor." I did standup and sketch comedy, but that felt like theater to me. I don't mean to sound like a pretentious snob, but I grew up seeing Broadway shows. I revered Nathan Lane and John Malkovich and saw Kevin Spacey in "Lost in Yonkers." That's what I love. I guess this isn't surprising, but I could talk about Catherine Keener's work for 17 hours. I could much more easily talk about Catherine Keener than I could Andy Kaufman. Not that I don't like Andy Kaufman! I get it. I've seen it. I think he was brilliant and crazy. But I can't say I'm trying to be Andy Kaufman. I'm like a 60-year-old man, really. I just like theater. I mean, 'Billy on the Street' was a video segment in my live show that people really liked. It wasn't a plan. I went to Northwestern, a big improv school, and did no improv there. To me, deep down, I'm not an improv guy. I'm someone who came up with something, and it happens to be comedy improv. 

There's plenty of discussion about political correctness in comedy right now. When do you feel like criticizing a joke?

I don't really ever feel like criticizing a joke. Even if I roll my eyes at something and say, "That's too easy" or "That's offensive" or someone made some gay joke, I don't know. We do a game about this on the show. I find it amusing that Eddie Murphy is winning the Mark Twain Award for American humor because he has, um, a faaaascinating history. But I don't really want to overly criticize any joke. With Eddie Murphy, he made his name in the mid '80s, a different time, and he's apologized for it, but he'd go onstage in a gay red leather suit and make fun of people dying of AIDS. Not after the fact -- in the middle of the AIDS epidemic. That type of thing? Well, I don't like that. It's not your joke to make. I can't make jokes about black people and you can't make jokes about AIDS to that extent, Eddie Murphy. That's a rare extent though. Everyone makes stupid jokes.

On 'Difficult People,' you play a modified, less-successful version of yourself named Billy Epstein. Which part of that character is most revealing about you? Is any part completely unlike you?

I certainly relate to -- and this is not where I am now, thankfully -- being at a point in my life where I thought, "Why did that girl who didn't know what Monty Python was just get signed to CAA?" That's a joke that Julie wrote for the pilot. While you're coming up, you're seeing these people who are sort of getting ahead. You know you're smarter and more talented than they are. That bitterness I totally relate to, and I think everyone relates to it. The thing about that character I don't relate to is that I was way more proactive in my career than he is. He's complainy. He's very "Why me?" or "Why not me?" I would get up every day and think, "Ugh, well, I'm going to do this show and prove I'm good." We really haven't seen these characters do that yet. We've mostly seen them just complain about other people. They have to prove to people they're talented. They get up on a storytelling night and tell a story about Katherine McPhee. That's not that funny of them. There's a lack of self-awareness that I think I didn't have.