As an example take the way he started the show on his last arena tour.
"I love a big entrance," the comedian explains.
"So last time I came on stage on a horse. In the first show, it did a sh*t on stage as soon as it came on.
"The audience were in absolute hysterics - especially as I had to clean it up before I could start the show."
"Because it was so funny, I thought, 'We need that to happen every night. Either we feed the horse extra before we come on or we plant a sh*t on stage.'
"We opted for the latter. So we planted sh*t on stage, and every night it got a huge laugh. The downside was, I also had to clean it up every night!"
You can expect similar comic moments from Whitehall's new show, Stood Up, which reaches Brighton, in December.
In person, he combines wit and warmth in the most magnetic fashion, and it is a sheer delight to spend an hour in his company.
It is like being treated to a command performance – to an audience of one.
Having been away from the stand-up arena for a while making movies and TV shows, Whitehall is very happy to be back doing what he loves above all else.
"I love the rapport you get with a live audience.
"It's great that I've built an audience over the years. It's very exciting that they know me and have seen the progression of my stand-up.They shout things out and that becomes part of the show.
"I love the thrill of stand-up – it's really immediate. It's so exciting to be able to go on and get an instant reaction from the audience.
"I also love the fact that anything can happen – it is different every single night.
"You can change things on the spur of the moment. You're totally in control."
The other aspect of Whitehall's stand-up is that he thrives on creating a show with a capital S. He is always determined to give his audience value for money.
"Doing an arena show, you have to make it feel like it belongs in an arena. So you have to do stuff that could only happen in an arena. I really like big production values.
"You want to put on a proper show in an arena. Musicians do it, so why shouldn't comedians?
"If people come to arena shows, they have made an effort. They have paid money for the tickets and got a babysitter, so you want to give them a real show.
"I love a bit of a fanfare and throwing in a few surprises that make it feel like a big event. It's the musical-theatre fan inside me.
"How close is that fan to the surface? He's out and proud now! You have to embrace it."
Whitehall is happy to give an insight into what subjects he will be addressing in Stood Up.
"You're always reflecting on what's going on in your life.
"I've been travelling a lot with my dad recently, so I'll be talking about going around the world with him.
"I'll be discussing stuff about being in America, too, and how different I find that from the UK.
"I'll also be talking about the sensitivity of the world at the moment and how it is very easy to cause offence and end up in trouble. Skirting that line can be very difficult."
The stand-up also discloses that he may tackle the hottest topic in British politics at the moment: Brexit.
"I'm trying to find some fun in Brexit, but it's quite hard. It's like a dirty word. The whole audience clenches up when you mention it. That's a challenge in itself.
"How can you do Brexit material and make people laugh about it?"
Whitehall will, of course, also be dreaming up another grand entrance for Stood Up.
"This show will definitely have some party tricks.
"In my first arena show, I came on stage on a Segway, and then the next time it was a horse. So God knows how I'm going to top that!"
Jack Whitehall plays The Brighton Centre on 9th - 11th December 2019 and 2nd January 2020. Check brightoncentre.co.uk for details.