It was the role Conan went to Harvard to learn to play.

Conan O'Brien could probably be in a movie a year appearing as himself if he wanted, but like all true artists he wants to really act. That's why, for his debut movie role, he's decided to lend his face, voice, and performance skills (honed over years of sitting at tables with other shy, pasty writers) to Sharktopus vs Pteracuda, the latest installment in the Syfy network's Sharktopus series (not to be confused with their Sharknado franchise). Here is Conan explaining his decision and showing the trailer for the film:

For those of you who are wondering whether this is really Coco's movie acting debut, the answer is "sort of." Conan has not played a fictional character live on screen before (he has appeared in documentaries), but he did voice David Endocrine, the talk show host who stupidly invites the Joker on his show in The Dark Knight Returns: Part 2 (a straight-to-dvd adaptation of the comic book, not the movie). He has also appeared on screen as himself, usually on televisions in the background of movies. For example, he briefly appears as himself in Pootie Tang, and in the background of Vanilla Sky and the 2005 film version of Bewitched. Of course, Conan is also a character in South Park: Bigger, Longer & Uncut, but that Conan was actually voiced by Brent Spiner, aka Data from Star Trek: The Next Generation