CONAN O'BRIEN crashed a wedding in Atlanta this past Saturday.  It all started when one of the bridesmaids found out that Conan was staying at the same hotel where the wedding was being held. She Tweeted Conan an invite just for the heck of it, and he actually showed.  A source says he joked around a little, did his "string dance", chatted with the bride and groom and showed them pictures of his wife and kids. He also ordered a whiskey cocktail, but "politely refused" a lemon drop shot.  He stayed for about an hour, and a source says he was, "cool and approachable and the nicest guy in the world."