Get me out of here: Dom Joly heads out on his first ever live tour

Five minutes, Dom..." The stage manager at the Pleasance Theatre in Islington pops his head round the door of my dressing room. Downstairs I can hear the first pumping notes of "Alsatian" by the White Rose Movement – the song I have chosen to come on stage to. I am hyper-adrenalised and my mind goes completely blank. What story did I decide to begin the show with? I walk like a condemned man down a corridor that is plastered in old posters of great comics who have performed here. This is to be my third solo "live" gig ever. The more I think, the more everything slips out of my mind until I'm left empty-headed, standing behind a curtain, waiting for the song to finish and the intro voice-over to kick in. "LAAAADIES and GEEENTLMEN... PLEASE WELCOME DOMMMMM JOLLYYY". Suddenly I'm walking out on stage, momentarily blinded by the light and just praying that my brain will suddenly kick-start into action...

Because I'm known as a TV comedian, people are always surprised when they discover that I have never done stand-up or live work. Actually, that's not strictly true; I have been part of one live gig, at Wembley Arena. I was on the bill for the Secret Policeman's Ball with Eddie Izzard, Harry Enfield and Paul Whitehouse. You can't imagine how out of place I felt as I sat in the communal dressing room trying to look like I belonged. Having no stand-up routine to perform, I opted for a curious "experimental" piece. I roped in Jonathan Ross to play the part of Matthew Kelly in Stars in Their Eyes as I announced to a perplexed audience that "tonight Matthew, I'm going to be Black Box", before disappearing into a wall of smoke and reappearing dancing around in a huge... black box. I managed to shout "Hello Wembley" and that was it – the sum total of my live work over the last ten years.

Then, last year I wrote a book, The Dark Tourist, about my weird travels around the world. I was asked to go to several literary festivals to promote it. The done thing seemed to be to turn up and just read from it. This seemed very dull and I eventually decided to jazz things up by showing slides from my travels while telling stories. Despite the idea of a man showing you his holiday snaps being most people's idea of hell, it went down really well and I started to think about the possibility of taking this onto a far bigger level. I've had the weirdest ten years since Trigger Happy TV made me famous. I've filmed all over the world, become a paparazzo, hung out in warzones, dipped my toe into reality TV... and I have the photos and clips to prove it. So I decided to try and put it all together and make a show. This I did and the die was cast. Dates started to become booked, posters printed and suddenly it was a reality – a 70-night tour of the UK and three months of driving round the country, live on stage every night.

I sat at home for a week and wrote the show, linking the stories to clips and photos and it all felt quite good. The proof, however, was in the live pudding. I had some warm-up gigs arranged. These are small, "intimate" affairs in which you can try out your stuff and see what works and what doesn't. I chose the Prince Charles Cinema in Leicester Square for my first two. There was some history there: this was a place that had allowed me to do pretty much whatever I liked with their clientele in the past – from planting giant rabbits in the audience to filling seats with columns of Guardsmen complete with view-blocking busbies.

The gigs went quite well, despite the fact that I was in plaster and on crutches after an incident on the BBC1 show Total Wipeout, in which I broke four metatarsals. This meant that I had to sit behind a desk, making the show seem more like a PowerPoint presentation than stand-up.

What quickly became apparent was that some things that looked fine on paper didn't always work in a live context. It was exciting having to think on my feet as I tried to keep the audience entertained. Luckily I was getting some assistance. Several well-known stand-ups had taken the time to come and see the warm-ups and sent me extensive notes. It was like being back at school – this was serious stuff. There were notes on pitch, rhythm, pacing, tone... I clearly had a lot of work to do. I had so many people coming to see me that I started to worry that I might suffer from "too-many-doctors syndrome". You should never see too many doctors as they only start to give conflicting advice and diagnoses – and you end up very confused as well as ill.

Fortunately for me, my "doctors" all seemed to be in agreement as to what I needed to work on. So I rewrote a lot of the show in preparation for my second batch of warm-up shows. These were to be at the more traditional comedy institution that is the Pleasance Theatre in Islington. At the Prince Charles I felt at home – it was not your usual comedy venue. Here at the Pleasance I felt like I was standing on the shoulders of giants.

... Back on stage and my brain miraculously clicked into gear. Finally out of my cast and in a weird bionic boot, I managed to move around – "own" the stage as my stand-up friends had advised. "More audience interaction" was another note. I waded into the front row with a camera pointed into their faces and their nervous expressions flickered on the big screen behind me. Suddenly I was Michael Barrymore at the start of Strike It Lucky, coaxing strange stories from my curious front row.

The first half was a riot. I got so excited that I overran by 15 minutes. That meant that I had to rush the second half, which was therefore not as tight as I'd have liked. My strange ending, however, worked... It's a secret, but suffice to say there is a LOT of audience interaction and they really enjoyed it. I woke up this morning to more notes and more last-minute changes to the final warm-up gig. This Sunday the tour kicks off and it's all systems go. It's taken a long time to get to this moment, but I'm pumped up, and ready to go. Watch out Britain, I'm coming to get you.

'Welcome to Wherever I Am' opens at Richmond Theatre on 1 May and tours to 31 July (www.ticketzone.co.uk). Dom is also performing at Udderbelly at the Southbank on 30th April.