Colbert maintains he was born in France and insists his name is French but Mademoiselle Kiddie assures us he is Irish.
"Stephen does what he pleases, regardless of custom, convention, or others' expectations. He may appear eccentric or unusual in some way, and he enjoys shocking people or upsetting their neat little categories and habitual ways of seeing the world. He can be nervous, high-strung, and rather erratic in his behavior"
A long interview with Colbert can be found here.