But apparently nothing really prepares you for having your own show. Like, with your name in the title and everything.
Which is ironic, considering it was he, and not his reality-TV-veteran missus, who was cool with doing the show in the first place...
"It's a lot," acknowledged Khloé Kardashian Odom. "I mean, I knew from doing my family's show how intense and grueling and how much they are really in your face.
"I personally didn't want to do the show," she said. "I love taping. I just didn't want to put Lamar through that pressure and Lamar was like, 'Let's do it. Everyone keeps asking, let's do it.'"
But three days in...
"I'm a competitor by nature," Lamar said. "I was like, 'I can do that, that's easy.' And three days into it I was like, 'Do we have to finish?'"
Khloé said that her hubby even asked if her momager, Kris Jenner, could get them out of their contract.
"I go, 'Absolutely not! That ship has sailed!'" Khloé said. "We [now] have really expensive home videos."