Leno discusses when he decided to pursue comedy as a career in an interview with O Magazine.
I always had day jobs, and I did comedy at night. I’d put my comedy money in one pocket and my job money in another, and I’d live on my comedy money. I still do. When it got to the point that one night of comedy was more than a week’s worth of day job money, I thought, Let me get myself some more nights of comedy and lose this regular job.