Conan is now following one person on twitter, as of about noon yesterday.  She's a 
totally random person that he contacted prior and offered this bizarre honor.  She had 3 followers, and now she has 12,800 (and it continues to skyrocket), because was brand new to twitter so it's not like she had a history that would have been ugly to put under the spotlight.  She's already doing 
interviews and already having free stuff thrown at her.
If a celebrity came to you offering to do this to you, would you go for it?  I'd be pretty leery of the intrusion.