Bob Saget's 'Family Was on His Mind' During Last Comedy Show Before Death, Audience Member Says

Bob Saget was thinking of his loved ones during his final stand-up show.

Before his sudden death, Saget kicked off his I Don't Do Negative stand-up tour in Florida. He performed what would be his final show outside of Jacksonville at the Ponte Vedra Concert Hall on Saturday. The next day, Saget was found dead in his hotel room at the Ritz-Carlton in Orlando.

The 65-year-old actor and comedian is survived by his wife Kelly Rizzo and his three daughters — Aubrey, 34, Lara, 32, and Jennifer, 29 — whom she shared with ex-wife Sherri Kramer.

Rebekah Bareswilt and her sister, Jessica Olberding, were both in attendance for Saget's final performance. Speaking to PEOPLE exclusively about Saturday's show, the pair recall a special moment Saget had with a male audience member, who had attended the show with his daughter.

"He kept telling us so many times he was testing new material for his special and he couldn't wait to try it out. He was talking to people in the crowd, riffing with them," says Olberding, 37. "It's such a small venue, anyway. It was a really intimate setting. There was a gentleman on the front row who was there with his daughters, who kind of ranged in age from like middle schooler to adult. He talked with him in front of us for about five minutes and teared up, telling us about how this guy reminded him of him and his own daughters."

Olberding adds, "Now, it just means so much that his family was on his mind right there in his last show and on stage always. It was just very eerie."

Not only were Saget's three daughters on his mind during Saturday's show, but Bareswilt and Olberding say the star was also thinking of fellow comedy legends who had died.

"One of the things he did mention several times was how many of his friends, how many comedians died, like Norm [Macdonald] and Robin Williams, that he felt really should be here still and had left far too long ahead of their time," Olberding says.

"The other thing he said a lot was he considered himself and other comedians, what he called, fourth responders in the pandemic situation," she continues. "He's like, 'The EMTs, they're first. The guys who fix you once you get to the ER, they're the second responders. The guys who put the fire out of your house, they're the third responders. But the comedians, man, we're fourth. We got to come here and make you feel good about all that stuff happened to you.' Obviously, he could tell the jokes better, but he really saw it as his mission to bring people together through laughs. It meant a lot to him."

The two sisters also saw Saget perform this past summer. According to Bareswilt, 28, the Full House alum was "very personable."

"The way that he looked into the crowd is almost like he was looking at you as he was telling the joke and looking to see everyone's response," Bareswilt says. "Specifically, with his last show, he kind of did demographic research before he showed up and he made a lot of jabs at the area. The concert hall where it was held was for people that drive around in golf carts."

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Bareswilt continues, "All the people were able to laugh, and that brought everyone together, just laughing over the fact that that is the part of Florida that we were all together in. His shows are just very personable, and he makes fun of himself for being a very wholesome dad and telling the jokes that he used to. It was just a really lovely show, though."

Being present for what would be Saget's final show was "surreal" for the sisters, both of whom believed they'd have another chance to see him on tour again in the future.

"We thought he'd come back next year. He obviously liked us enough to come back barely with six months in between, so we were expecting to see him every year for at least [the] next five years," Olberding says of Saget frequently touring in Florida.

"Obviously, during his whole show, you can't take any video recordings or anything. But at the end, I got that little snippet of him saying like, 'Love you guys,' and then he blew a kiss to the audience," Bareswilt adds. "Now, I'm like, 'Oh, my God. I'm so glad I got that.' "

"He was a huge inspiration to me as a teenager," comedian Tim Wilkins, who opened for Saget at the Jacksonville show, tells PEOPLE.

"If there's a way you want to go out and that's your last show, that's it," Wilkins says of Saget's final show. "He did a two-hour set, which speaks to how happy he was on stage, how great the audience was receiving. You're feeding off that and kind of, that's your gauge for 'Do I keep going?' They were still giving and we had about an hour conversation about everything just before he hit the stage."

Wilkins, who was "shocked" to learn the news of Saget's death, adds, "He was so happy to be doing comedy, having it go this way. He was recrafting it because he was so on, building bridges and bringing people together. He talked about the division in the country and how he had this message of really joining people. And that was gonna be the message behind his next comedy special."

Saget was a TV legend. In addition to playing Danny Tanner on Full House, he hosted America's Funniest Home Videos and narrated How I Met Your Mother.

The standup comedian also hosted the Here For You podcast, which aired its last episode before his death on Jan. 3. Actor B.J. Novak was the featured guest.

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Saget's family confirmed his death in a statement, sharing how "devastated" they were by the news.

"He was everything to us and we want you to know how much he loved his fans, performing live and bringing people from all walks of life together with laughter," the statement read. "Though we ask for privacy at this time, we invite you to join us in remembering the love and laughter that Bob brought to the world."

A source told PEOPLE that Saget's wife "is in shock and processing everything, but appreciative and touched by the outpouring of love from friends, family, his peers, and fans."