War is no joke, but Rob Riggle was not about to let 23 years of Marine Corp service stand between him and a career as a comedian and actor.

"The comedy seeds were planted before the Marine seeds," the recently retired lieutenant colonel says.

"The thought of comedy never happening was scary. When you have a plan, you never know what will happen."

A Louisville native, Riggle, 43, is probably best known for character roles on "Saturday Night Live" and "The Daily Show," as well as work with the Upright Citizens Brigade Theatre in New York.

WATCH: Riggle Didn't Mean to Ogle Jennifer Lawrence

He also had parts in movies like "The Hangover," "Step Brothers" and "21 Jump Street," all of which he managed while serving in the Marine Corps: nine years of active duty and 14 years in the reserves.

"I don't think anybody is just one thing," he says. "When I put on my Marine cover, I'm a Marine and I act accordingly."

He was studying theater at the University of Kansas as a sophomore at the age of 19 when a friend motivated him to join. "I always thought highly of him and when he came back from duty and told me all about it, he got me all motivated," Riggle recalls.

He joined the service in 1992 after getting a pilot's license, but still graduating from college with a major in theater.

Comedy has always played a big part in Riggle's life. At home his mom and dad were a comedy team, with dad as the most animated, he says. And jokes were part of Riggle's way of defending himself. "If I could make them laugh," he says, "they won't beat me up."

He says he was voted "most humorous" in high school.

The fear of not being able to fulfill his dream of becoming a comedian made him quit flight school in 1994.

"I have never quit anything in life, so it didn't sit well with me," he said.

That's when he wrote down a note that he was going to be on "Saturday Night Live" in 10 years. To his amazement, he got a call 10 years later to be part of the cast of "SNL." This was a dream come true for Riggle because it was one of the first comedy shows he ever watched, he says.

Indeed, whenever he was away from comedy in the Marines, he would make sure to write, perform jokes and surround himself with friends in the business. He also watched fellow Marines to gather ideas for future characters.

"I would always study those guys and focus on them," he says, "and really listen to the words they use."

Riggle's message for veterans coming into the civilian world :

"My advice is for veterans to seek out mentors, people who are doing what you want to do. You have to decide what you want and have a goal. Don't worry about how you're going to do it. Just trust that you'll get there. There's no better citizen than a veteran. There's so much waiting for you outside and it's not something to be intimidated by or scared by, it is something to be embraced. Decide what you want and go get it."