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Not everyone makes the best first impression, and Chelsea Handler certainly didn't shy away from expressing her initial thoughts about her guest Nikolaj Coster-Waldau during Chelsea Lately on Thursday.

"Well, I've never met you, but I saw you on Game of Thrones when you were having sex with your sister [Lena Headey]," she quipped to the Danish actor.

"Made an impression?" the 43-year-old, who plays Jaime Lannister on the HBO hit series, replied with a smile.

"Yeah, that was a big impression!" the late night host admitted.

All jokes about Coster-Waldau's incestuous onscreen relationship aside, the actor opened up about a past unique living situation: living in a trailer with his wife, two kids and two dogs.

NIKOLAJ COSTER-WALDAU

E!

"We were having our house re-done," he explained about the temporary housing in Denmark. "Well, they're still working on it. It was supposed to take three months. So I thought, great, we'll just get a trailer. We'll be right on site and follow it all, it was a terrible, terrible decision."

So what was life like for the family in the trailer?

Watch the clip above to hear more about it, plus Coster-Waldau dishes about his The Other Woman co-star Cameron Diaz!

Watch Chelsea Lately weeknights at 11 p.m. on E!