He's funny, fearless and a film star – so why does Eddie Izzard worry that he's boring?

Eddie Izzard reveals his sombre side to Christina Patterson

It's hard to get anyone to say a word against Eddie Izzard. His tour manager loves him. His make-up woman loves him. The man he has hired to give massages to his staff and crew love him. And so, clearly, do the 13,000-odd fans who have poured in to Birmingham's National Indoor Arena to see him on a rainy Tuesday night. On screens on both sides of the stage, there are Twitter messages, sending good wishes from around the world. In the seats around me, people are nursing their iPhones, ready to point and shoot. This whole vast, draughty hall – so vast that I feel nervous for Izzard, even though I haven't yet met the guy – is throbbing with expectation shot through with warmth. What it feels like, actually, is love. I'm sitting in an arena full of love.

I didn't, it's soon clear, need to feel nervous. As Izzard bounces on to the stage, accompanied by the kind of strobe lighting you'd expect in a rock gig, he looks entirely relaxed. He's in "boy mode" tonight, in jeans and a jacket and just a touch of mascara. It's quite a contrast to past tours: to the red shiny woman's trouser suit of Glorious (1997), or the PVC trousers, Chinese jacket and wedge sandals of the double-Emmy winning Dress to Kill (1998), in which he wore so much make up that it was hard not to think of Jack Nicholson's Joker, or the skin-tight sparkly shirt and leather trousers of Circle (2000) or the PVC miniskirt, fishnets and stiletto boots of Sexie (2003). But tonight the world's most famous transvestite looks, with his cheeky grin and goatie, positively blokey. And, yes, undeniably sexy.

To a background of faux stone walls, inscribed in what look like hieroglyphics, he flatters the Birmingham audience with the (rather surprising) thought that they're people who "think outside the box" and then he's off: into riffs about the non-existence of God, dinosaurs singing "All things bright and beautiful", hunting before the discovery of tools, Stone Age men struggling to communicate without language and then various cameos from the Bible, including a diary-writing squid in Noah's ark, and Moses grappling with a plague of frogs. There's the odd moment that falls flat, which provokes a sheepish smile and a mimed note on his hand, "Birmingham not interested in that", but mostly it's delicious.

At certain points I feel my right eye twitching weirdly and am reminded that Eddie Izzard really can take you to places you don't normally go. It's not just the surreal ramblings, or the crazy juxtapositions (the raptor caught speeding by the police, the chicken with the trumpet on its head, the cow struggling not to throw up while chewing on food retrieved from its fourth stomach) or the musing on the process that sometimes leads down blind alleys which only a mimed burst of a bazooka can explode, it's the whole glorious combination. Eddie Izzard is – well, Eddie Izzard. Fearless, original and very, very funny.

By the end of the show, the whole audience would carry him home if they could and I almost feel like stopping random strangers and telling them that yes, I'm off to his dressing room, I'm having breakfast with him in the morning. I've already, while reading press cuts, felt a peculiar stab of disappointment on discovering that he likes big-breasted women. For God's sake! You're off to interview him, not marry him! But this, I gather, is entirely normal. Every woman in the world fancies this short, pale, chunky man who first became famous for going on stage in a frock and, quite frankly, didn't look that great in the frock, or the PVC skirt, or the shiny red suit, but is so funny, and so magnetic, and so compelling that you don't care. And somehow, strangely, you think that you're the only person who doesn't.

In the dressing room (all done up with Moroccan lanterns and embroidered cushions to look like some Aladdin's cave) Izzard is being genial and offering drinks. Most men who had just wowed a crowd of 13,000 might want to relax with their nearest and dearest, or at least their coterie, but Izzard is making small talk with a bunch of strangers. I burble a quick "hello" and then talk to his make-up girl. She's an Angelina Jolie look-alike from his other life in LA, the life where he stars in movies with George Clooney and Brad Pitt, and TV series with Minnie Driver, and manages to squeeze in the odd award-winning role on Broadway. None of which you would guess from watching the guy rootle around in a plastic bucket for cold beers.

And when we meet again, just a few hours later, he looks (even without make-up) surprisingly fresh. But then he's used to getting up early. When he's filming, he gets up at five or six. Over the summer, when he was doing his run for Sports Relief, he got up at 6.30 every day. He ran, by the way, 43 marathons in 51 days. He only started training five weeks before. He had ice baths every night to soothe the raw, bleeding blisters, but he didn't give up. He never gave up. Even sports commentators were impressed. This, clearly, is a man with iron self-discipline. So is he, I ask, eyeing the bowl of muesli and yoghurt, as disciplined in every area of his life?

"I think," he says, and his eyes, I realise, are a clear, blazing blue, "I have a relentless drive to do things. That will inform my discipline, but actually I'm very lazy. I feel very lazy and boring." Right. So this man who has, through grinding hard work, achieved superstardom in the world of comedy, and stardom in theatre, and even in Hollywood, and runs more in five weeks than most of us will run in a lifetime, and who is widely acknowledged as one of the most original minds in comedy, and one of the most influential, not to mention the little fact of the lipstick and the stilettos and the frocks, is lazy and boring. Sure. Whatever you say, Eddie. Izzard, however, looks serious.

"It's my latent stopping point," he says. "Billy Connolly talked about wanting to be windswept and interesting. If you see someone like some kid at school, who used to do this, or experiment with whatever substance, or were into punk, I thought that was interesting, and I didn't really want to break all the rules. The base of my character is not that interesting." Hmm. He has talked for years of the terrible, immobilising grief of his mother's death from cancer when he was six. After she died, he was sent off, with his brother, to boarding school, where he cried for months and then learnt to block his emotions. He tried to escape in acting, but couldn't get good parts in school plays, thought about joining the army (he was, for a while, in the army cadets) and ended up, after dropping out of a degree in accountancy at Sheffield, and taking shows, on a shoestring, to Edinburgh, doing street theatre. He was, he has said, on an endless quest for the love he lost.

So this, presumably, was the base of his relentless drive? Izzard looks surprised. "I'm not sure," he says, "if that's the driven bit. I think that's the desperation for the audience. I'm not sure what the drive is." Well, isn't it like not walking on the cracks in the paving stones? Trying to make the world alright? Izzard looks at me for so long that I feel as if we're in one of those games over who blinks first. "Yes," he says in the end. "Well, alright for me." It's to do, I say, a bit crazily, with Captain Random, isn't it? I'm quoting Izzard back to him, as shorthand for the randomness of the universe, which fuelled last night's riff on the absence of God and the madness of religious belief, but he seems strangely excited. "You're aware of Captain Random?" "Yes," I say, "you mentioned him last night!"

But Izzard doesn't remember, and so we have a long discussion about his fictional superhero Captain Random, as opposed to his fictional God Random, and about his working methods, how he writes things down but forgets to look at them, how there's a skeleton and themes that he works around, and how each time he performs he adds a bit. "I will not try and get lost," he says, "but I won't mind if I get lost, because the scene keeps rewriting itself. It's like a jazz mix." A jazz mix, indeed, in which a jazz chicken, at least last night, featured rather prominently. "It's a conversation in a pub," he says, "where no one gets a word in edgeways." Yes, maybe, but isn't it rather a big pub? Izzard nods. "I called the American tour The Big Intimacy Tour because I've been trying to get this idea of 'big intimacy'. Obama," he adds, "sort of already did this." Obama. Blimey. Well, yes, he did.

For all his talk of wanting to crack Hollywood (which he has), Izzard still seems fascinated by the workings of comedy, fascinated by the process of creating it and presenting it, right from the thought that turns into a gag to the size of the screens on the stage, and the quality of the T-shirts on sale afterwards. And his pleasure in the whole thing, even on stage, perhaps especially on stage, is palpable. Is he really as fascinated as he seems? "Yup," he says. "And if you aren't, the audience will know. It's not interesting that I'm fascinated. It's necessary I'm fascinated." He launches into an account of comedy shows he's seen which were once funny, but lost their joy, and which were released, he says, "like prayers". This somehow segues into a recitation of the Lord's Prayer, in a bored, Anglican voice, which segues into an impersonation of Michael Palin as a prophet in Monty Python and the Holy Grail.

Ah, yes, Monty Python. Does he feel like an heir to Python? Izzard takes a bite of his toast and lays it firmly down. "I feel," he says, "like a child of Python. Eric Idle said to me recently that I'm doing Python as stand-up and that's really what I'm doing. I've been totally influenced by it. I'll play all the characters, so I'm a sketch actor, really, and the narrator is me." He was, he explains, initially so rooted in character and caricature that he struggled to develop his own comic persona. It was only after "a year of failing" in street performance that he began to learn how to play an audience.

So was he still shy at this point? "The shyness was there," he says, "but I feel you put layers over shyness. That," he adds matter of factly, "is why I think I'm boring. In fact," he volunteers, "I won't get in touch with old friends. In fact, I don't really have friends." He doesn't have friends? But the whole world loves him! Izzard looks serious again. "Not like everyone else seems to have. I think there's a trust thing, really. I just think I'm a lone wolf."

It was acne, apparently, that killed his confidence as an adolescent, but in A-Level chemistry he found the answer, or something like it. The chemistry teacher had, he says "a slow and steady delivery" and he found he could "chuck words in like basketball". By the end of the course, the girls in the class, who hadn't noticed him before, were enamoured. It was a while before he lost his virginity (21, in fact) but he had found a gift for life. "I went to bed," he confesses, "with two different women in two days by talking them into bed – and that seemed fun."

Indeed. And so, Mr Izzard, did it become an addiction? I feel obliged to ask the question semi-ironically, because Izzard is famously cagey about his private life. There has, in fact, only ever been public knowledge of one girlfriend, the rock musician and film-maker Sarah Townsend, and that finished some years ago. But he's bombarded with offers – some in letters, some in poems, some in person – all the time. "Well," he says, with a smile that can only be described as rueful, "I don't walk in that glow. It always tends to be whoever I'm in front of, unless they're saying it to me, I'm thinking 'you're the one that doesn't'. Anyway," he adds, "if suddenly all the rules were that no one minds then I think I'd be in a different place. But the boring part of me thinks 'this is probably going to be too hard'."

And is he in a relationship now? There's a long pause. "No." Is he bad at intimacy? "How do you define intimacy? Romance?" No, I say, I don't think it's the same as romance. "I've never been romantic," he says. I'd have thought, I say, that he could be quite romantic. "I think I could be, but there's a fear, that I've fallen so hard for people that I couldn't get out. It's a sort of dagger in the heart, and so I try not to."

OK, I say, so you know you're (to use your word) "shaggable", and you know you're addicted to the adoration of an audience, and you have nearly 1.3 million followers on Twitter. When will it be enough? "Well," says Izzard, and there's a very, very long pause, "I don't feel it's all about me." And he starts a huge disquisition on the uses of Twitter, how he was doing something similar, with texts to his website, before it was launched, on how Stephen Fry has said it's a counter to a right-wing heavy newspaper industry and on how well it worked for Barack Obama. But Obama was trying to be elected to become President of the United States! "Don't forget," says Izzard, "I'm the person who doesn't have the TV show. Michael McIntyre's doing very well and he's doing better than me, and that's fine, that's cool, but it does mean I'm competing slightly."

But is it a competition? "I've always been a competitive type," he says. "I'm a competitive twit. But Nelson Mandela was ambitious, and Gandhi was ambitious." Well, yes, I say, but they were ambitious for what they wanted to achieve. What is it that he wants to achieve? "I would like," he says, and his answer almost takes my breath away, "the minimum wage for the entire world."

Eddie Izzard is serious. He really is serious. He plans, he says, to go into politics within the next 9-14 (yes, he's that specific) years. He will stand as an MEP, an MP or even Mayor of London. He will, he says, mentioning Hillary Clinton, have to "get his girlie look together". Peach pantsuit, perhaps? "Yes," he says. "I'll probably get a pantsuit. I'll just do whatever powerful women politicians do." He has been in "boy mode" for a while, for "strategic" reasons to do with movies, and he's "missing the girlie bit", though the "all-boy bit" is having a good time. He's already campaigned (in "boy mode") on behalf of the Labour party, most recently last month in Glasgow North East. "I'm a social democrat," he says. "Enterprise and a safety net. The many rather than the few."

It's hard to see how a man so used to mass adoration would cope with the hostility that faces those in politics, not to mention being told, all the time, what to say and do. But I have a peculiar feeling that this extraordinary man, and near comic genius, just might be able to do it. He is, I think, the most driven human being I have ever met. "You've got to believe," he says in a new documentary about his life and work, made by Townsend. "You've got to believe you can be something else," he tells me now. "I've done that a few times. That's why I keep going. I'm a very political animal," he adds, "otherwise I wouldn't be a transvestite with a career."

Eddie Izzard's 'Stripped' is touring the UK (see www.eddieizzard.com); the DVD of the show is now available. 'Believe: the Eddie Izzard Story' opens at The Prince Charles Cinema, London WC2 on 11 Dec