David Letterman rarely does interviews, but in the latest issue of Rolling Stone he opens up, giving his views on the future of The Tonight Show, Jay Leno and his own future with CBS.

Dave says he can’t believe Johnny Carson’s successor is leaving the show after sixteen years.

“Unless I’m misunderstanding something, I don’t know why, after the job Jay has done for them, why they would relinquish that.  I guess they thought it was a less messy way to handle what happened to me at NBC. I don’t know.”

“I’m not quite sure why they would do that, so much so that one wonders if that’s actually what’s going to happen…[It] just seemed so preposterous to me.”

Letterman, 61, was originally thought to have been the one that would replace Mr. Carson after he retired in 1992, but Leno, 58, won out, and Letterman moved his show from NBC to CBS.  He understands what Jay is going through and when asked if he felt empathy for Leno he replied,  “I guess empathy is the right word. It’s hard to know what he felt about it. I have to believe he was not happy about it.”

Dave, always thinking ahead, added that he would love to have Jay on his show after he retires.  “I think he’d be a great guest on the show. The first night that he is out of a job, I think that would be a great situation.”

As for Dave’s future, he says he is contemplating it, and he isn’t exactly thinking about retiring anytime soon.

“The way I feel now, I would like to go beyond 2010, not much beyond, but you know, enough to go beyond. You always like to be able to excuse yourself on your own terms.”