The band played its first-ever late-night TV performance “This Is a Call" on The Late Show with David Letterman in 1995. They were also his last-ever musical guest in 2015, playing his favorite son “Everlong" Foo Fighters returned to the Late Show on Wednesday night, playing a high-energy medley of the very first and very last song they played on the iconic program’s stage in a full circle moment.   Late Show host Stephen Colbert noted the group played its first-ever TV performance in 1995 with “This Is a Call,” under former host David Letterman. They were also Letterman’s last-ever musical guest, playing Letterman’s favorite song “Everlong,” before he handed over the reins to Colbert in 2015. Letterman had credited “Everlong” in helping him through a five-week recovery period following a quintuple bypass surgery in 2000, and the band once “dropped everything” to perform the anthem for Letterman’s comeback show.…