Herschel Walker -- I've Got a GREAT Joan Rivers Story

Joan Rivers made one hell of an impression on her former "Celebrity Apprentice" co-star Herschel Walker ... who just told us a story about Joan that's pretty awesome.

First off, Walker says Rivers was one of the nicest people he'd ever met -- and says he's "very depressed" after learning about her passing.

"I didn’t know much about Joan before 'Apprentice' besides the fact she's a comedian -- but she’s much more than that. She taught me a lot. She's an amazing person."

Now for the story ... Walker says," After 'Celebrity Apprentice,' she asked for my mom’s address. Then, she sent my mom a letter saying how I was such a nice man and sent her a charm necklace by the Joan Rivers collection."

How cool is that?!

"So, unexpected and kind of her," Walker tells us.

R.I.P.