In the DVD commentary, Brad Grey said they shot the pilot in "an hour and fifteen-twenty minutes."
Bill asks Dave if he's Canadian, to which Dave responds "Wisconsin." Dave Foley is actually from Etobicoke, Canada. Phil Hartman was also born in Canada.
Stephen Root stated in an interview that he liked (and preferred) the mysterious level of 'intellect' of how his character Jimmy James was introduced in this episode. He was not a fan of his character later becoming a 'dumb' type.
Some changes from the pilot vs. the rest of the series: The recording booth becomes a lounge later in the series; viewers never hear another mention of the staff ever having to record anything again; and though work on tapes is mentioned, it's never revealed where this is done. The business offices are stated to be in a different building entirely but, later in the series, Jimmy seems to conduct all business from his office upstairs or in the studio itself, and people (like Matthew) perform work not directly related to broadcasting, such as billing advertising companies, in the studio. Handyman Rick is replaced by Joe. The actress playing Catherine is changed.
Ray Romano was originally cast in the handyman role, but he was fired before the pilot was filmed. In the pilot, the handyman character was called "Rick" and was played by Greg Lee. For the remainder of the series, the handyman was called "Joe" and played by Joe Rogan.