It's a curiosity that if a pop artist records a good song he or she has to do countless interviews. Why do we expect to find our heroes engaging, professional talkers as well as great songwriters? Yet the Eels frontman Mark Oliver Everett (E) not only offers snapshots of his life through evocative alt.rock songs, but has proved, with this tour, that sometimes there is a genuinely interesting story behind the music.

The evening opened with a screening of a BBC4 documentary E made about his father, who was a distant figure in his childhood and who died when the singer was 19. In making Parallel Worlds, Parallel Lives, E travelled around America meeting colleagues of Hugh Everett III, a brilliant physicist whose theory about quantum mechanics and parallel universes was barely recognised in his lifetime.

Downbeat as that might sound, the evening with E and his sidekick, the Chet, was a warm, funny experience. After a blast of the National Anthem, E explained that the Queen turned down his invitation to the show, so there was a lookalike sitting in the royal box. E and the Chet moved around their small collection of instruments, filling Festival Hall with the sound of Eels favourites. Some were taken from their recent Meet the Eels compilation, among them Novocaine for the Soul, performed with a rock brutality that better reflected the song's “life is hard” sentiment than the deceptively pretty arrangement of the 1997 hit.

Other highlights included the delightful I Like Birds (he learnt to appreciate birds after his mother died), and the mournful ballad Elizabeth on the Bathroom Floor, about his sister's suicide. In between there was a handful of songs that were simply about love and “not about a dead family member” (as he observes in the sleevenotes to Meet the Eels).

Switching from a slow country twang, they jammed the blues out of Flyswatter, swapping between piano and drums without dropping a beat, and pounded out a loving if messy rendition of Led Zeppelin's Good Times Bad Times.

E stopped to read some recent fanmail and live reviews, self-mockingly including an Eagles write-up “by mistake”. The Chet read extracts from Everett's autobiography, making wry asides to his fellow Eel.

The intimacy of E's vocal style on record was conveyed here through this two-man cabaret, to the enthusiastic delight of the audience. Opening and closing the show, a booming “voice from the speakers” imparted its encouragement, as if E's father was watching over him. This was a playful reminder that, through his music, E's (probably lifelong) interview with himself continues.

Eels tour continues: Bridgewater Hall, Manchester, tonight; Royal Concert Hall, Glasgow, tomorrow; Sage, Gateshead, Saturday; Brighton Dome, Sunday

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