Are you easily offended?

Then the following might not be for you. Have you ever, I ask the comedian Mark Nelson, told a joke that you subsequently wished you hadn't?

"There's a couple," he tells me as we sit in a pub in Glasgow's East End enjoying soft drinks and the afternoon sun. I wait for him to tell me more but he qualifies his answer almost immediately. "When I say I regret telling the jokes, I don't regret the jokes. I regret the way I told them. Because it just came across as some idiot trying to say something that people would go 'ooh' at. I think there is a place for jokes that are genuinely quite sick. But they're funny, regardless of what anyone might think."

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In the first set he ever delivered on stage Nelson had a joke about Westlife's Bryan McFadden. It was a stupid joke, he thinks now, but it always got a laugh. "I would just come on and go 'Oh, I read the other day that Bryan McFadden was abused as a child ... Good.' And that was it."

Did you laugh? Reader, I admit I did the first time I heard it. In our dark, dirty hearts maybe we are all laughing guiltily. Comedians know that. Nelson knows, too, however that comedy is also about craft, about finding the right word and delivering it at the right time. And he knows it is about standing on stage and doing your routine again and again and again to get good. Comedy is about finding your own voice, telling your own story.

This is his.

Mark Nelson is 33, a father of a little girl who's more or less one year old, a husband, a Glaswegian by residence (though he grew up in Dumfries), someone who has worked in a call centre and who wanted to work writing movies. Someone who has suffered depression since his student days and who wishes he was a better comedian than he is.

Yet he's also someone who won the inaugural Scottish Comedian of the Year Award in 2006, who is spending most of August in Edinburgh and who has just been seen on our screens alongside Susan Calman gently guying the Commonwealth Games in Don't Drop the Baton on BBC Scotland. Oh and he's also quite good at table tennis. But, he says, Greg Hemphill is better.

His Edinburgh show this year is called Please Think Responsibly. Now that he's a father responsibility is something he can't avoid. But he's also going to be looking at the independence referendum. He's just amazed so few others seem to be. "It's such an important thing to happen," he says, then adds "I've heard hardly any Scottish comics mention it on stage. I don't think I'd be doing my job if I didn't mention it."

Which makes me wonder, can comedy have a nationality? "I think there's definitely a Scottishness about a lot of acts, in terms of the way they deliver material. I think there's a sarcastic tone to Scottish people. I don't think positivity comes out well from a Scottish comic. I've had people come up to me in the bar after shows in Edinburgh and they've said 'we came along tonight. We thought it would be s****. That's a purely Scottish attitude. 'Let's go along to this because it might be s****'."

Does the Fringe still matter for comedians? "Yeah, because it's good to write a new show and it's great doing 28 nights on the trot. You come out of it so much better. Whether it matters for your career I don't know. I've always seen Edinburgh as a necessary evil because it's a tough, tough month. It's kinda like having a baby. There will be points during it where I'll be sitting going 'I'm never doing this again' and then a month later think 'it wasn't so bad'."

Growing up in Dumfries Nelson's introduction to comedy was via TV. It was in the Baddiel and Newman days, when stand-up was being hailed as the new rock 'n' roll. At university in Glasgow he started watching the Live Floor Show and first saw Frankie Boyle on stage. That's what made him think he could have a go.

He'd come to Glasgow to study film at university, only the course was less practical than he had hoped. However, there were other things going on. At the start of his second year he disappeared under a cloud of depression. "It has never gone away. I have to try to manage it but it's never been as bad.

"I'd spent a while confused as to what was actually happening. It's not like I've got any kind of abusive background. There was nothing wrong with my childhood. There was no lack of love. So then you feel fake because you go 'what do I really have to be miserable about?'"

How does that impact on him now? Well, he believes he's a much better comedian now than he was when he started, but even so, he says, "I'm not hugely confident in my own ability yet. And it annoys me. I think it holds me back. So I'm not as good as I think I could be because I rein myself in a lot and it's incredibly frustrating."

You wouldn't know any of this from his sly, easy stage persona. Is the Mark Nelson we see on stage something of an act? "Everyone's an act up to a point. No one would act like the person they are on stage ... apart from Tom Stade. I don't think it's a complete character but it's more of the person I wish I was."

Yet Nelson won his Scottish Comedian of the Year award almost straight out of the blocks. What does the word ambition mean to him? "I don't want to give up on stand up. I would like to be a lot more well known for it and have respect from people on the circuit. But in terms of ambitions I've always wanted to do a purely topical show for television, very much the kind of stuff John Oliver is doing now in the US. The problem with it is there's less of an interest in satire now on television. "

Still, at least Don't Drop the Baton has given him a taste for another way of writing and performing. He has no intention of going back to call centre work any time soon. "The one thing I miss about comedy is that Friday afternoon feeling you get if you work in a normal place of work. Friday for me is normally when my week starts."

Monday afternoons aren't as good then? "There's nobody about. It's hard to convince your pals to take Monday off because you're off."

Mark Nelson: Please Think Responsibly opens at Edinburgh's Gilded Balloon on Thursday and runs until August 25.