"Man, that was an inspiration," he said. "Man, the energy in that theater was so great."
He eventually got a job at Second City himself, where he met comedian Chris Farley. Soon both were at "Saturday Night Live" -- Farley on stage, Odenkirk in the SNL writer's room.
He wrote the infamous Motivational Speaker sketch: "That was fun! I mean, the funniest characterization and physicalization ever."
Farley: "From what I've heard you're using your paper not for writing, but for rolling doobies. You're going to be doing a lot of doobie-rolling when you're living in a van down by the river!"
Odenkirk worked with Conan O'Brien and Ben Stiller, and had a host of well-placed comedic cameos, including on "Seinfeld." He's most remembered for creating a sketch comedy series for HBO, "Mr. Show with Bob and David," alongside his friend, David Cross.
He'd achieved what he always wanted as a kid. And yet, for Odenkirk something was still missing. "I did a lot of sketch comedy, I enjoy writing it, and I enjoy being in it. But I've never thought that I belonged there as a performer," he said.
And here's where Hollywood gets weird. He never auditioned for "Breaking Bad." He hadn't even seen the show. But Vince Gilligan had seen him, and saw something behind Odenkirk's jokes.
"If you can do comedy, you can do drama," Gilligan said. "I don't know that the reverse is always necessarily true. We really thought about Bob Odenkirk pretty much from the get-go."
When he got the call, the funnyman thought it was all a joke. "I really put no hope in it all," he laughed. "I just went, 'Okay, let's talk about what that would be.' That'll be a fun lunch at the Chateau Marmont."
He may make fun of himself, but others started taking Odenkirk very seriously. Director Alexander Payne cast him alongside Bruce Dern in his Oscar-nominated film, "Nebraska."
Odenkirk has become -- as one writer put it -- an acting powerhouse, even if the former comedy sketch writer doesn't necessarily believe it himself.
"I still don't entirely trust this performance thing," he said. "Not entirely. But I still think I'm couple years away from talking about myself as an actor and meaning it, and believing it myself. I just think you gotta earn it."
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