David Letterman wasn't afraid to "Go There" with Lindsay Lohan on last night's episode. He got it all out there in the open. During one part of the interview even brought her to tears.

Letterman broke the ice by asking, "Aren't you supposed to be in rehab now?"

Lindsay responded, "Don't you watch anything that goes on? What are you a tabloid now?"

Lohan eventually told Dave what he wanted to hear -- she'll be entering rehab on May 2 and believes it's "a blessing and not a curse."

Letterman kept pressing ... asking if Lohan believes she truly has an addiction problem -- and that's when Lindsay hit back.