"I am not married. It's a nice feeling that we get along great. We're very happy and I don't want to (blank) it up," said Stern, who is finally free of government decency laws on Sirius Satellite Radio.
Stern has promised everything from stripper poles to live sex on his new show. His deal could be worth up to $500 million over five years to headline two Sirius channels.
At the start of the show Monday, Stern dished up some phone sex with Playboy bunny Heidi Cortez, who has her own phone-sex nighttime show lined up on Sirius.
Stern also introduced George Takei as his new on-air personality. Takei, who played Sulu on "Star Trek" and who last year publicly said he is gay, will serve as announcer. After the first week, he will record segments for the show but will not be in the studio.
"The revolution has begun" in new radio, Takei said Monday.
Even before his first day on the job, the shock jock recruited listeners for the $13-per-month service: Its audience expanded from 600,000 to 2.2 million subscribers after Stern announced his switch last year.
That's hardly a surprise. Stern's wildly popular syndicated show proved a cash cow for Infinity Broadcasting, raking in about $100 million in annual advertising revenues and capturing 12 million listeners with raunchy, boundary-pushing programming.
Stern had frequently tested and sparred with the regulatory Federal Communications Commission during his 25-year run on the public airwaves, often having his morning show interrupted by censors.
Weeks after Janet Jackson's Super Bowl "wardrobe malfunction," Clear Channel yanked Stern from six stations amid an FCC crackdown. Stern signed with Sirius five months later.
"I thought Clear Channel and companies like that were going to fight the FCC," Stern, 51, told the Associated Press last month. "I kept hanging around. And they never fought back. ... They are cowards. They bow, and they deserve to be destroyed."
On Monday, caller after caller wished Stern luck -- and he reacted with annoyance.
"I've been doing years and years of shows but I get irritated when people wish me luck," he said. "You should have wished me luck 25 years ago."
Stern broadcast his last FM radio show on December 16 as thousands of fans gathered outside his New York City studio.