"I sat in my actual chair tonight," said Fallon, who takes over March 2 for Conan O'Brien.
Sporting a cozy-yet-stylish gray sweater, the 34-year-old said preparations are well under way: "We're writing monologues, writing guest pieces (and) building the set," he said.
While Fallon settles in, O'Brien heads to Los Angeles to replace Jay Leno as "Tonight Show" host in June, with Leno moving to a 10 p.m. slot.
Fallon is mum about the debut's guest lineup. "We got 'em," he teased. "We got the first show. It's gonna be good."