From Denny: The Obamas have a great sense of humor and don't take themselves too seriously. When asked what her girls were wearing for Halloween costumes, she quipped, "You need a security clearance for that one!" I'll bet you do, duh!
Apparently, her biggest pet peeve with her famous husband is that he beats her continuously on the tennis courts. After all, these are two lawyers married to each other; you can only imagine how competitive they get from time to time...
Leno wanted to know that as any political wife, what did she whisper to her husband after his speeches? She said she usually asks him if he had already taken out the garbage.
Take a look at her appearance on the Jay Leno Show via satellite: