As Aidy Bryant (dressed as a snowman) was wrapping up the segment with jokes about the dinner table debates, McKinnon appeared as the Swedish teenage climate activist with a "Christmas message."
"In 10 years, this snowman won't exist," McKinnon warned, gesturing to Bryant's character. "Santa, reindeer, the North Pole, all of it, gone. The ice caps will melt, and the elves will drown."
She continued, "So merry maybe our last Christmas to all. And Donald Trump, step to me, and I'll come at you like a plastic straw comes at a turtle. I can't believe I"m saying this to a 70-year-old man, but grow up!"
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Thunberg was named Time magazine's "Person of the Year," which prompted a negative reaction from President Trump, Time's Person of the Year in 2016.
"So ridiculous," Trump tweeted. "Greta must work on her Anger Management problem, then go to a good old fashioned movie with a friend! Chill Greta, Chill!"
Thunberg responded swiftly, changing her Twitter profile to read, "A teenager working on her anger management problem. Currently chilling and watching a good old fashioned movie with a friend."
The teen has received an outpouring of praise since Time bestowed the title.
Former first lady Michelle Obama expressed her support for Thunberg on Twitter.
"@GretaThunberg, don’t let anyone dim your light. Like the girls I’ve met in Vietnam and all over the world, you have so much to offer us all. Ignore the doubters and know that millions of people are cheering you on," Obama tweeted early Friday.
Leonardo DiCaprio posted a video on Instagram of Thunberg and congratulated her on the honor, including Time's description of why she was selected. Actress Alyssa Milano bashed Trump for his reaction.
Contributing: David Jackson, Leora Arnowitz
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This article originally appeared on USA TODAY: 'SNL': Kate McKinnon crashes cold open as Trump-warning Greta Thunberg