On Tuesday night, David Letterman will retire as the host of The Late Show after more than 35 years working as a TV personality. Fittingly, his last Late Show guest was also his first. When Letterman made his debut on CBS more than 20 years ago, comedian Bill Murray broke in the guest chair, memorably spray-painting the new host’s desk. On Tuesday night, Murray will visit Dave for one last time before Wednesday night’s hour-long retrospective. New host Stephen Colbert takes the reigns of the talk show on Sept. 8 …