That is WONDERFUL. Weird Al Yankovic used to do a lot of these fake interviews on this ALTV segments on MTV. The interviews with Adam Ant and Avril Levine were particular classics. I'd suspect Jay swiped it from Al, except both probably stole it from Steve Allen.

I first saw Space Ghost Coast To Coast in between real cartoons, and I'm pretty sure it wasn't the Cartoon Network. Maybe it was though. All I remember is, at the end of the show he said
"And remember kids, if you see someone you don't know today, tell them something about your trousers"
I was hooked.

These two interviews actually seem to be intentionally with space ghost. All the ones I saw before appeared to be fake interviews, like what Weird Al does, where he takes footage from other interviews.

Anyway, good stuff.