Four days a week, Jimmy Fallon performs for a TV audience of millions of people as the host of NBC’s “The Tonight Show.” But stepping onto the stage of the Hudson Theater in front of about 1,000 theatergoers made him nervous in a whole new way.

Jimmy Fallon's Broadway debut was extra meaningful for the Tonight Show host. After taking his first bow in All In: Comedy About Love by Simon Rich on Tuesday, Jan. 28, the comedian opened up in a video shared with PEOPLE about the experience while backstage at the Hudson Theatre in New York City,