A self-described "goody two shoes", May, who was born in Sussex, initially seemed reluctant to answer. You can practically hear the cogs turning in her brain as she scrambles for the most politically correct response.
"Oh, goodness me. Well, I suppose... gosh. Do you know, I'm not quite sure. I can't think what the naughtiest thing...," she dithered.
But when pressed again by Etchingham, May revealed just how much of a thrill-seeking adrenaline junkie she once was. "Well, nobody is ever perfectly behaved, are they? I mean, you know, there are times when... I have to confess, when me and my friend, sort of, used to run through the fields of wheat, the farmers weren’t too pleased about that,” she added.
Judging by this answer, it came as no surprise to learn during the interview that she was a "bookish" child who enjoyed going to school and loved learning. One of those kids.
No prizes for guessing how the PM's answer went down on social media. The news of her wild youth has spawned an avalanche of sidesplittingly hilarious tweets and memes. Some people also used the hashtag #naughtiestthing to admit to the most mischievous thing they'd ever done. We're in fits.
Meanwhile, others took the opportunity to make serious political points.
We can't wait to hear about Jeremy Corbyn's wild-child past.