The basic facts of David Letterman's life story were pretty well known by the turn of the 21st century. Letterman grew up in Indianapolis, attended Ball State University and did a Radio Show on his college 10 watt station, then, after graduation, landed a job as a local weatherman, before arriving in NYC to start a career as a morning talk show host (yep, Letterman's first big gig was somehow a DAYTIME talk show).
Apparently, someone thought Letterman's bio would make a pretty good sitcom, because that's the basic plot of this series (presented by Dave's Production company: Worldwide Pants, Inc.)
"Welcome to New York" is about a TV Meteorologist named Jim Gaffigan (Jim Gaffigan) who left Ft. Wayne (a different city in Indiana) to take a job on a morning news program: "AM New York." The idea was to show how the layback midwest observations were so frickin' different from how everybody saw everything in The City. So, yeah, some of the elements included in the series were based on Gaffigan, but with those parallels to the Letterman story.
Christine Baranski is Jim's immediate boss, Marsha Bickner. Marsha really doesn't care about... or even know much about Jim, despite the fact that she hired him, and she continually got everything wrong about who Jim was and whatever he asked about.
It was Marsha's assistant Amy Manning (Sara Gilbert) the real brains of the operation, who knew everything, arranged everything and made everything work, with that withering NYC attitude, of course.
And Rocky Carroll was Adrian Spencer, the vain, pompous, know-it-all anchor of the "AM New York" show, which I HAVE to think was a full-on parody of Bryant Gumbel (someone with whom Letterman had had a feud with during their days at NBC AND who was the current host of CBS' "The Early Show" during this sitcom's run)!
New York plays a part because of all of the differences in culture and subculture, the rapid fire one-liners that everyone was landing, and the kind and gentle way Jim handled everything getting thrown (sometimes literally) at him!
The problem was that Jim Gaffigan (the real guy) was the actual stand-up comedian, and he was essentially reduced to the role of straight man, reacting to situations instead of cracking wise, himself. So the show's biggest comedy asset was simply not being used.
Letterman's name was never attached to this show. He didn't serve as an executive producer or producer and it's pretty clear his involvement in the series was minimal. That was another mistake. How can you do the Letterman story and leave Dave out?