​It seems that the person most surprised by Ariana Grande and Pete Davidson dating is Davidson himself, as the SNL star can't not talk about how lucky he feels to be dating the pop star.

Onstage at the Hollywood Improv Comedy Club, a source tells ​E! News that "[Pete] said he didn't have a skit prepared because he didn't really want to be there," but "he said he's really happy and life's good so there's nothing to complain about."

"Someone in the crowd yelled Ariana's name and said how attractive she is," explained the source. "He smiled but really didn't want to give much info other than that it's pretty cool how he got someone like her."

The two have posted a lot of content recently involving ​their shared love of Harry Potter, and Davidson just got ​two very Grande-themed tattoos. Ariana herself just​ posed for Vogue and is prepping the release of her next album, Sweetener.

"The first thing he responded with when they asked about Ariana was 'it's pretty dope huh?'," said a second audience member. Davidson said he "felt so lucky like he won the lottery" and that he's "'gonna 'ride this one out!'"

"After that, he kind of got into more of a comedy act," the source continued, "but it was pretty sweet because that was the most genuine and happy he seemed during the whole thing."