Disturbing, intense, bizarre: Mark Haddon’s 90-minute play, his first, is all of these and more. Despite being a sort of case history, which could have been dull, it’s also theatrically spellbinding.

A philosopher tells his brother-in-law that his wife is in the cellar. Or she may be in Oslo. She’s been ill. She’s a writer. And she’s met Jesus, who speaks with a Geordie accent. And at some point she’s pregnant.

The play jumps around in Jamie Lloyd’s clever and outstandingly well acted production, and it doesn’t aim for total narrative coherence. But nothing seems left out, or mysterious, by the end. Kay, the writer, is swept off her feet by Richard, the philosopher, talking about Nietzsche.

How promising does that sound? Kay’s brother is a businessman who dares her, in their childhood, to stand on a chair with a noose round her neck.

Their father committed suicide. Their mother – played with swift interventionist hauteur by Celia Imrie – is protective to the point of suffocation. She also declares that Kay is ill, but we’re not sure why.

In Jodhi May’s extraordinary performance, which is both impetuous and determined, brimming with spirit and joy, Kay comes across as a writer who can’t cope but who is also completely normal. Is she bipolar, manic or depressive? Probably a bit of all three, nothing too unusual.

Her written pages flutter down through the broken ceiling of Soutra Gilmour’s design – and the Donmar audience has been brought in even closer to a rectangular platform area backed with transparent panels – and she reads us her fairytale of the girl and the monster.

The rare ability to get inside someone completely else’s head was apparent in Haddon’s brilliant novel about a 15 year-old autistic boy stranded by his separated parents, and his own imagination, The Curious Incident of the Dog in the Night-Time.

He shows here that his writing talent has a theatrical dimension, too, in the brilliant performance of Jodhi May, the strange scene of Jesus (David Leon), who’s had sex with Kay, itemizing the fate of a corpse in a char-broiled Heaven, and the way in which Paul Hilton as the brother and Richard Coyle as the desperate philosopher square up on either side of a life they stake too many claims upon.