I don't know how many times I've been to gigs at the Leicester Square Theatre but I know one thing. I haven't been to a gig as eagerly anticipated as Maria Bamford's first-ever London show*. There was a real crackle of electricity as soon as chicken-impersonating support act Felicity Ward introduced her. So it's a relief to say that Bamford was as dizzyingly funny and as fruity-loopy brilliant as I hoped.

This is not an easy gig to review though. Bamford's brain works in mysterious ways. A multitude of thoughts crash around in her head and work their way out of her mouth and she occasionally offers a running commentary on what she is saying. I don't know if other people thought it but she reminded me a little of Tony Law, another comedian who seems to exist in their very own world.

Gradually though the star of Netflix series Lady Dynamite did start to make sense. As she explained early on, she has become known for talking about her mental health issues but unfortunately – she joked – she's pretty stable at the moment so the bipolar gags ratio was going to be pretty low. Although it didn't always seem that low to me as she talked about her therapy sessions, intrusive thoughts and described how she had tremors in her hand. A doctor had offered medication but as she quipped this would just be medication to treat the side-effects of other medication she was already taking (it's funnier the way she said it). She'd risk ending up in an infinite mobius strip of medication.

One of the reasons for her stability may be because she now has a husband. She has been with Scott for five years and although, she said, the only have sex in one position, or possibly two plus a spot of role play, she seems content. The success of Lady Dynamite may have also helped, although it has also made her want to be more compassionate and, inspired by the story of the Good Samaritan, help out those less fortunate. She tells a very funny story of how Scott was an extra at one time and while she was in the lap of luxury on the set he phoned her while stuck in a van.

There is definitely a good heart here. Bamford recalled being asked to speak at a college. She didn't want to do it and remembered the advice "never say no without a number" so suggested a silly fee. To her surprise they met her half way, so she did it but was generous with the money she was paid.

Occasionally her more, erm, free-spirited side would poke through during the performance. At one point she hid behind the curtain but continued to talk, pointing out that although she was "still under contract" she could do things her way. Whatever is going on in her head she remains decidedly unconventional. She doesn't do merchandising, she told us. If that's your thing just write "comedy" on some masking tape and stick it on your sock. I might go out tomorrow and do just that.*

Until Friday March 23. It's pretty much sold out but try here. Or try here for dates around the world. She's worth travelling to see.

*Apart from a super-secret warm-up at the Bill Murray pub the night before.

**apologies if I've not been 100% accurate in the review. I've done my best but I was laughing so hard my notes were hard to read.