Real-life Donald Trump doesn't follow that advice. Just a month ago, he predicted to the New York Times a "major collapse" in the Republican presidential race and a "depression" in TV ratings if he dropped out prematurely.
Set by himself and by others, the expectations for Trump's media appearances are as huge as his ego. He has, after all, helped the first three Republican presidential debates reach 61 million viewers — a feat that took 13 debates in Trump-less 2011.
On Saturday night, you could argue Trump was a victim of those expectations. Live TV, some of the nation's best comedians and a presidential candidate who has stolen the show on the GOP side and defied political gravity doing it. Fireworks, right?
Not really. Trump was mostly just so-so. His lines fell flat. He came across as stiff and unnatural, although he appeared to relax toward the end of the show.
Trump did his best, but he's just not a natural comedian. And when you don't have natural comedic skills, you need the narrative around your appearance to be funny.
That was the show's second problem. The narrative "SNL" pursued -- that the braggadocious Donald Trump had enough self-awareness to poke fun at himself — has already been told, both in his appearance on Stephen Colbert in September and in 2004 when Trump hosted "SNL" for the first time. In fact, Trump's actually pretty good at making fun of himself when he wants to.
That doesn't mean Trump's "SNL" moment wasn't politically noteworthy.
Before the show, Trump told Fox News's Bill O'Reilly he had to nix some skit ideas because they were "too risque." "I want to win Iowa," he said.
But Trump and "SNL" weren't afraid to go there, like when Trump tweeted in a skit (not real tweets) "And I love the blacks." Or when Larry David, who reprised his scene-stealing role as Sen. Bernie Sanders (I-Vt.), yelled during Trump's opening monologue, "Donald Trump is a racist!" (A Hispanic advocacy group had offered $5,000 to any audience member who would do just that during the show.)
My colleague, Callum Borchers, wrote on Friday that Trump's endgame in agreeing to be the butt of jokes on "Saturday Night Live" was probably to get more voters to like him. (Plenty do, but as the protests outside where SNL was filmed made clear, plenty more don't.)
What's not clear is whether Trump succeeded in doing that.
Right around the time he stared straight into the cameras and delivered the expectation line in the first skit, his daughter, Ivanka Trump, made a guest appearance. (She was secretary of interior in Trump's White House.)
The audience was largely silent as Ivanka walked on and then off the stage, still waiting for the punch line from Trump's "SNL" appearance. It never quite came.
But does it really matter whether Trump won or lost the expectations game on "Saturday Night Live"? He's probably right that he'll continue to drive TV ratings to new heights as long as he's in or at the top of the race.
As both real-life and "SNL"-life Donald Trump have made clear, ratings are a major component to his success. Poor performance or not, ratings is probably what Trump and "SNL" got.