>Almost every episode I heard started with an entirely charmless "Uh, hello?" "Uh is this on?" scenario. I guess part of the appeal was that it was folksy and just a conversation.

This is called a warm start, though in the case of the Talk Show, it often started off awkwardly instead of seemingly mid-conversation.

If you listen to the old Stack Overflow podcasts (Spolsky and Atwood, before the "new format), they also did a warm start, but often it was extremely well-executed.