Stephen Colbert watches Steve Burns’ viral video in which he opened up about leaving Blue’s Clues for college — and it’s clear the message hit home. After the clip aired, Burns appeared on The Late Show to give the host a much-needed hug.Stephen Colbert watches Steve Burns’ viral video in which he opened up about leaving Blue’s Clues for college — and it’s clear the message hit home. After the clip aired, Burns appeared on The Late Show to give the host a much-needed hug.