NEW YORK -- Inauguration Day? Nope. First puppy? Negative. Triumphal tour of Europe? Not even. First lady Michelle Obama called her appearance Tuesday on "Sesame Street" probably the best thing she's done since arriving in the White House.

At the U.S. Mission to the United Nations, she thanked the diplomats and staff members promoting her husband's new foreign policy of global engagement.

"I'm thrilled to be here, but I was just at 'Sesame Street' -- I'm sorry," she said. "And I never thought I'd be on 'Sesame Street' with Elmo and Big Bird and I was thrilled. I'm still thrilled. I'm on a high."

"I think it's probably the best thing I've done so far in the White House. But we were there talking about nutrition and healthy eating, and it's just been a thrill," Mrs. Obama said.

On a more serious note, she stressed that the work of some 150 U.S. Mission staff at the U.N. was more important than ever as President Barack Obama pursues "a new era of engagement."

As the swine flu outbreak clearly demonstrates, she said, "we know now that we cannot wall ourself off from issues that are challenging our neighbors."

"This new policy recognizes that America's future is intricately linked to the rest of the world, that the threats facing the global community know no borders, and no single country can tackle them alone," Mrs. Obama said.

The first lady was introduced by Susan Rice, the U.S. ambassador to the United Nations, who called the first lady "a regular human being ... down to earth, funny, charming and wicked smart."

The first lady, on her first trip to New York since the inauguration, was wearing the scoop-neck dress that she wore to the prayer service the day after the inauguration.

She said her husband had received a letter from the son of one U.S. Mission staffer, Scott Turner.

"Can you move to New York?" she quoted first grader Jack Turner. "People are doing bad stuff in New York. I will help you get the bad people and when I catch the bad people I will put them in jail. That's why I want you to move to New York."

"Well, ladies and gentlemen," Mrs. Obama quipped, "I think we've identified the new future New York police commissioner."