Are those the memories that keep you awake at night?
JR: Yes – a comment I made to someone at school, or a misjudged joke I made at a dinner party.
The objectively bad stuff you do doesn"t seem to linger as much, because you regret those things and apologise.
But when shame's attached to something that you shouldn't be ashamed of, it can cause real damage.
For example, if someone's on a date and they shit themselves, they haven't done anything wrong.
It's a horrific experience and I can imagine it would haunt someone for their entire life, but no one has done anything wrong there.
Are you speaking from experience?
JR: No! Remarkably, I've pretty much kept my bowels in order in public for the last thirty-six years.
Does this show follow on from The Darkness of Robins at all?
JR: I think it does in the tone, but not otherwise. This show is a bit more fluid – I"d like to have a show that you can cut up and put it in any order and it still works.
Like a great album?
JR: Yes! Like Frank Zappa's first five albums – he always said you could slice up the reels in any order and put them back together and it would still make sense.
Talking of albums, your poster artwork is inspired a record cover?
JR: Yes, it's based on the Queen album 'Hot Space'.
You're a huge Queen fan. Why reference that particular record?
JR: It's an interesting one – it's their least critically acclaimed album and some people see it as a bit of a mistake, a misstep, or a mess.
I think it's interesting to have an album that they maybe feel a bit embarrassed about now to use as a backdrop.
But that's such a niche reference, no one will get that from the poster! One guy thought it was the front of Blur's "Greatest Hits", so what can you do?
You got very behind the Bohemian Rhapsody film last year. How do you feel about people jumping on the Queen bandwagon since the movie"s success?
JR: Brilliant! I think it"' great! Queen seem to be able to make themselves current for every generation.
Whether it's the film, or the "We Will Rock You" musical, or the shows with Adam Lambert – they somehow have this knack of, every ten years, being right at the top of public consciousness.
You frequently talked about Queen on your Radio X show with Elis James. You recently left the station after five years – was it an emotional departure?
JR: Yes, very much so. The show was hugely transformative for the both of us, not just career-wise but as people. Looking back now it"s a bit like a diary; Elis had two kids, got engaged, followed Wales to the semi-finals of the Euros.
I went through a breakup, numerous Edinburgh Festivals, found love, got engaged. From Edinburgh Comedy Awards to eating Space Raiders on the toilet, we talked about it all.
And in the same way, the show was with our listeners through similar life events. Of course, we never imagined it would be like this; it"s just two friends chatting, playing games and trying to make each other laugh.
But the correspondence we got when people heard the news was quite special.
You're soon joining Radio 5 Live. How are you feeling about moving to the BBC?
JR: There are things that will be very different – a bigger audience means inevitably some people won't like change.
But it's also a really exciting prospect. We're now between Adrian Chiles and Kermode and Mayo in the schedule – they're in another league of broadcasting, and it'll be a real test of us to hit that standard.
At Radio X we used to get told off for not having our passes and lanyards visible at all times, which, as a cool renegade like James Dean or Quentin Wilson, used to really piss me off.
Having now been through security at the BBC, in comparison Radio X seems positively relaxed.
I'm sure I"ll have to bite my tongue at times, or get Elis to bite it for me, if that's not too troubling an image.
Podcasting isn't your only online outlet. You recently started a YouTube series with Alex Horne called Bad Golf. How did that start?
JR: We've played golf together for a long time and we're terrible at it, and we thought that would be a fun resource to inspire other bad golfers.
It's exciting. I"m playing with Alex today – we're filming this month's round – so I'm actually wearing my golf gear as I speak to you.
And I've been sponsored by Cobra Golf. They gave me a new set of clubs after I posted the worst round I've ever had, so I"m going to see if these new clubs help me out today.
Apart from playing golf courses across the country, what are you most looking forward to about going back on tour?
JR: My friend Robin Allender – known to podcast fans as The Lovely Robin – is supporting me. I'm very excited for people to see his stuff – he's a musician and a stand-up, so it's a chance for him to spread his stand-up wings.
Plus he's very good on some of the key topics of remorse and regret, so he's very much on brand.