During the 3PM EST hour of live coverage on MSNBC, anchor Norah O’Donnell turned to White House correspondent Savannah Guthrie for reaction to President Obama’s surprise appearance at the daily press briefing to discuss the retirement of Supreme Court Justice David Souter: "Savannah, let me just start with you, the shock factor. I mean, you've got that seat right there by where the President walked out. Were you surprised?" Guthrie replied: "Shocked is more like it, Norah. I felt a little bit like I was having a dream sequence minus the pink unicorn. I have to say, we attend those briefings every day, they are rarely so exciting." [audio for download here]

Guthrie went on to explain: "I had kind of been giving Gibbs a little bit of a hard time, saying, 'look, why does everyone in Washington know this and you're telling us there's been no communication between Justice Souter, the Supreme Court, and the White House?' And sure enough, the President walks in and said ‘I just got off the phone with Justice Souter.’" O’Donnell asked: "Are you suggesting, Savannah, it was your questions that were the reason the President walked out? Because that sounds like where you're going with this." Guthrie humbly replied: "Well, I'm not quite that self-centered. But all I'm saying is I'm very happy to have my question answered, and certainly, personally by the President."

Here is the full transcript of the exchange:

3:36PM SEGMENT:

NORAH O'DONNELL: And there you have, of course, the President surprising everyone in the briefing room. We've got a lot to talk about, so let's introduce everyone we're going to talk to in the next few minutes. Savannah Guthrie, of course, is our White House correspondent. We're also joined by John Podesta, who is the CEO for the Center for American Progress, also headed up President Barack Obama's transition team and former Chief of Staff to Bill Clinton. Richard Wolffe, MSNBC political analyst. And Jonathan Alter with Newsweek and an NBC News analyst as well. Savannah, let me just start with you, the shock factor. I mean, you've got that seat right there by where the President walked out. Were you surprised?

SAVANNAH GUTHRIE: Shocked is more like it, Norah. I felt a little bit like I was having a dream sequence minus the pink unicorn. I have to say, we attend those briefings every day, they are rarely so exciting. You know, I don't know if you heard, I asked Robert Gibbs right after the President left, 'did you know he was coming?' And he said, 'no, I didn't know.' So we were very surprised. And in fact, in the briefing I had kind of been giving Gibbs a little bit of a hard time, saying, 'look, why does everyone in Washington know this and you're telling us there's been no communication between Justice Souter, the Supreme Court, and the White House?' And sure enough, the President walks in and said 'I just got off the phone with Justice Souter.' And I should mention, by the way-

O'DONNELL: Are you suggesting, Savannah, it was your questions that were the reason the President walked out? Because that sounds like where you're going with this.

GUTHRIE: Well, I'm not quite that self-centered. But all I'm saying is I'm very happy to have my question answered, and certainly, personally by the President.

O'DONNELL: Alright, Savannah, I'd love to talk to you more, this is on your topic, but we've got a whole panel here. Thanks very much, Savannah, I appreciate it.

GUTHRIE: Sure.

—Kyle Drennen is a news analyst at the Media Research Center.