After graduating, Fey first had plans to do graduate work in drama at DePaul University in Chicago, Illinois. But "I just got this feeling like it wasn't going to work out ... [that] they were going to take my money and then cut me from the program." She moved to Chicago anyway, knowing about the improvisational comedy group, The Second City. She took night classes at Second City. She had a day job working at the front desk of a YMCA in Evanston to pay for her classes. Once her Second City training began, she became highly involved in the "cult of improvisation". She became, as she called it later, "like one of those athletes trying to get into the Olympics. It was all about blind focus. I was so sure that I was doing exactly what I'd been put on this earth to do, and I would have done anything to make it onto that stage. Not because of "SNL", but because I wanted to devote my life to improv. I would have been perfectly happy to stay at Second City forever."