In the first look at David Letterman’s new Netflix show “My Next Guest Needs No Introduction With David Letterman,” the longtime talk show host sits down with President Barack Obama and discusses a night spent dancing with Prince.

“This was probably three or four months before he died and Prince asks [my daughter] Sasha to come up and dance, and she’s an excellent dancer,” Obama says in the clip. “Then Sasha pulls me up, which surprises me because she always mocks my dancing, but I have dad moves.”

The former president then reveals to Letterman the key to dancing as a parent, which he calls “staying in the pocket.”

“You’ve got to stay in the pocket because I think everybody in here knows dads who get out of the pocket and they’re trying stuff that they can’t really pull off,” he says.

Obama will be Letterman’s first guest on the new show, which premieres Jan. 12 at 12:01 PT on Netflix. It will mark his first television talk show appearance since leaving office.

“My Next Guest Needs No Introduction With David Letterman” will release new episodes monthly, with the series also featuring George Clooney, Malala Yousafzai, Jay-Z, Tina Fey, and Howard Stern. It’s Letterman’s first TV gig since he signed off of “The Late Show” in 2015. He ended a storied 33-year run in late-night TV that began with his 1982-1993 residency on NBC’s “Late Night.”