This quote, for me, shows two ideas: The I defy the data that khafra mentions below, as well as, on Letterman's side, an ability to accurately detect bs and dismiss it without having spent significant resources on formal debate. That ability seems incredibly useful to me, and definitely worth cultivating.
I associate the second idea with the Prior Information Chapter of HPMoR
This is our monthly thread for collecting these little gems and pearls of wisdom, rationality-related quotes you've seen recently, or had stored in your quotesfile for ages, and which might be handy to link to in one of our discussions.