Walk out with host, perhaps Oprah Winfrey once (4,4)
'perhaps oprah winfrey once' is the definition.
(The Oprah Winfrey Show was a talk show)
'walk out with host' is the wordplay.
'out with' indicates an anagram (out can mean wrong or inaccurate).
'walk' mixed up with 'host' can make 'TALK SHOW'.
(Another definition for talk show that I've seen is "TV programme".)