Jon Hamm stars alongside Murray and the letter 'O' on 'Sesame Street'

NEW YORK, April 15 (UPI) -- Jon Hamm explains guilt and expounds on the letter "O" during his recent guest appearance on Sesame Street.

The 43-year-old actor's Mad Men character, Don Draper, certainly knows a lot about guilt. The character has floundered in a cycle of self-destructive behavior for years, but seemed to take an honest turn for the better in the season six finale.

Hamm recently appeared on Sesame Street to help the character Murray understand emotions. The actor explains guilt, frustration and amazement to the red Muppet, and also mimes facial expressions to further his point.

"You don't want to have that emotion," the actor says of guilt. "You feel sad because you did something you shouldn't have done... It's not a very good feeling."

Hamm goes on to boast that he knows all of the letters of the alphabet, including "O." "Okay, orange, octopus, oh," the star reels off.

The seventh season of Mad Men premiered on Sunday. The series airs at 10 p.m. ET Sundays on AMC.