Last night Conan did a "scrapisode" featuring outtakes from rehearsals, and unearthed this informative gem.

While wearing what are presumably his "weekend clothes," Conan reads aloud a text message exchange he had with Adam Sandler, who apparently is his bro. Helpfully, he reads all of Sandler's texts while doing a pretty spot-on impression of his voice. 

The exchange followed a parent-teacher meeting at the school both of their kids attend. Conan wasn't paying attention, so Sandler volunteered him to come into school every Thursday. Then they continued the bit via a series of texts, because they just can't turn it off.

Sources: Team Coco