From the tmbg.com archive - "We shot the outdoor scenes at Flushing Meadows park in Queens, NY, site of the 1964 World's Fair, which both Flansburgh and I attended as children and remember fondly. Several of the pavilions are still there, including the New York State pavilion which has an enormous map of the state (badly chipped up) covering its floor."
In a 2003 interview on NPR's "Fresh Air With Terry Gross", Linnell said the music was written first, and a large portion of the lyrics were decided on simply because the words fit the correct number of syllables for the melody. He also said that they almost put this song as the leadoff song on their debut album, but they changed their minds at the last minute because he felt the lyrics were too meandering.
The main difference between the original album mix and the single mix is in the "I don't want to live in this world anymore" section. The LP version lacks the later bass synth overdub that plays underneath Linnell's vocal. Overall, the instrumentation in the LP mix is less spaced out, and the mix contains much less reverb.
A snippet of lyrics from "Don't Let's Start" is used in Jimmy Eat World's "A Praise Chorus," in the line, "Don't don't don't let's start, why did we ever part?"
Very short mixes of Don't Let's Start and the theme to Space Jam are featured at You're The Man Now, Dog, and can be found here and here.
Referenced in the title of an upcoming film which is set to feature Corn Mo and a character named Ana Ng.