'During the war my Dad said you didn't have to worry about the Blitz, the only bomb that would get you, he reckoned, was the one that had your name on it. This used to worry our neighbours . . . Mr and Mrs Doodlebug.'
Everyone laughed uproariously. More surprisingly, they laughed even louder when, later on, a somewhat confused Merton grabbed the microphone and, for the third time, told the same joke.
According to Ian Hislop, editor of Private Eye and Merton's co-star on BBC 2's current affairs quiz show Have I Got News For You, everyone laughed because Paul Merton is, quite simply, 'the funniest man on British television'. And when he tells a gag, no matter how many times, you can't help yourself.
Merton also seems to be, Tony Slattery apart, the most ubiquitous man on British television. In the past couple of years he has been involved in Whose Line Is It Anyway?, Channel 4's improvisation show, Have I Got News For You, and Channel 4's The Paul Merton Show, which is, well, the Paul Merton show.
Where, you may have wondered, did he come from, this man who, while giving every appearance of being half asleep, can deliver surreal monologues and barbed satirical ad libs with stunning precision? And, moreover, do it in a voice that makes Ken Livingstone's sound animated?
BEFORE Paul Merton's overnight success, there was a long evening of grafting around. As a child in south London in the early Seventies, he always wanted to be a comedian when he grew up. And a famous one at that.
'When I was a kid I used to practise signing my autograph,' he said as he sat in an empty south London pub. 'I thought this was what every kid did. But no, I've since discovered everyone else used to dream of scoring the winning goal at Wembley. Me, I dreamt of signing my autograph in the players' tunnel afterwards.'
He would watch Buster Keaton movies for hours on end, pore over books of comic theory in the library. He even read Mike Yarwood's autobiography. But when he came to leave Wimbledon College, he didn't tell his careers master this.
'Well, you don't, do you,' he said. 'I mean he was unlikely to say 'OK, fine, I'll get you a six-week booking with Petula Clark and Harry Worth at the Birmingham Hippodrome.' '
He has said on television that he left school with one CSE in woodwork. This was a lie; he has two A-Levels in English and History.
'It was a lie, yes,' he confessed, with no hint of contrition. 'But you must never confuse show business with reality. Though I often do.'
His academic record landed him a job with the civil service. And so, instead of treading the boards with Petula and Harry in Birmingham, he went to work at Tooting employment office. It wasn't exactly show biz.
'No,' he remembered. 'But I once signed on an actor who used to be in The Newcomers. And there was a black chap with muscles I used to deal with called Edward G Robinson.'
In 1982, when the new comedy was at its height, giving opportunities to any old dole office clerk to have a go, Merton packed in his job and lied his way into a booking. He had spent months in his bedsit worrying up an act that centred on a policeman giving evidence in court after taking LSD. On only his second engagement, at the Comedy Store in Leicester Square, a bear-pit where throwing your empties at the comedians meant you liked them, he tried it.
'They went wild for it,' he says. 'They demanded an encore. I came back and there was nothing I could do, except do it again. That one gig kept me going for about two years. It was the most fantastic moment of my life, this ambition I'd always had, I'd done it and the audience had gone wild. I walked home to Streatham on a cloud of euphoria at 4am.' Merton's vocal delivery and bemused expression ('I have to say most of the time I am genuinely bemused by life, I can't pretend otherwise') perfectly suited the stereotypical dull policeman in court. For several years he toured the circuit with the policeman and not a lot else in his portfolio. Then, at the 1985 Edinburgh Festival, he was introduced by Mike Myers, now Wayne of Wayne's World but then a fellow struggler, to a new idea that was sweeping America: improvisation. For the analytical Merton, who even now will spend six months locked in a darkened room with John Irwin, his co-writer, endlessly constructing and deconstructing a two-minute sketch, unscripted comedy seemed an unlikely milieu.
'I thought it was impossible. I thought it couldn't be done,' he says. But he persevered anyway, worked at the technique and discovering he had a flair for the instant. He helped form an improvisation troupe. 'It became much easier once Myers left for America, because he was so good, you relied on him. The great thing is to jump on stage and say the first thing that comes into your head.'
Things were going well for Merton - bit parts on television, script writing for Julian Clary - when, in 1987, he was playing football and 'just tripped over my trousers'. The complications arising from a broken leg included a life-threatening lung condition ('I survived. Well, obviously I did') and then depression.
By the time he recovered, impro was all the rage, and he was a natural choice for Clive Anderson's show Whose Line Is It Anyway? His bullish attitude to the game and his ability to come up with astonishing lines off the top of his head made him an instant star.
'He's got an amazing television personality, very endearing,' says Denise O'Donoghue, head of Hat-Trick Productions, the company behind almost everything he has done on television. 'He doesn't have the right-on-ness that gets on the nerves. He doesn't try too hard, it seems, but he is fantastically serious about it.'
Fantastically serious is not the phrase you might choose to describe The Paul Merton Show, which is to be repeated on Channel 4 in September. The sketches miss as often as they hit; but when they hit, they are trouser-threatening. His routines are surreal, but rooted in urban life: pubs, minicabs, and radio phone-ins.
'You're not very good at the technical side of spying, are you?' runs a spoof Le Carre encounter between two Smiley types. 'Remember when you bugged the Romanian embassy on the same frequency as the local radio and every time the ambassador picked up the phone someone said: 'Hello Brian, I'm a first-time caller.' '
FOR most commentators, however, Merton is at his best on Have I Got News For You, now on its summer holiday. Without really trying to be, the programme is the Nineties equivalent of Sixties satire shows such as That Was The Week That Was: topical, aggressive and often astonishingly rude about public figures.
'There's a libel lawyer who's there, and will insist on cuts,' reveals Merton. 'But the lawyers there have a good sense of humour. I once did a show for TVS called Etcetera, and on the 25th anniversary of Kennedy's assassination, Vinny Jones had been in the news for kicking some other footballer. So we had this sketch revealing that Vinny Jones had killed President Kennedy; we had his picture superimposed on a Polaroid of the grassy knoll. The lawyer said: 'You can't do that, it's libel.' Vinny probably wasn't born, we said, he can't possibly think we mean it. 'Ah,' said the lawyer, 'but it's not true is it? He could sue.' So we didn't do the sketch. I wish we had, and Vinny had sued. It could have become one of the great rulings of English law: M'lud, I refer you to the case of Jones v TVS and remind you that you cannot say Vinny Jones killed President Kennedy.'
Vinny Jones has never sued Have I Got News For You; in three series only Peter Stringfellow and Jeffrey Archer have. Indeed, some of the people they are rude about have turned up as guests - Lord Parkinson, for instance, who was on Merton's team and made him look most uncomfortable.
'Yeah, well, I was,' he laughs. 'I can't disguise my body language. But I suppose he was as good as any former chairman of the Tory party could be. Anyway, Ian always gets the comic and I get the journalist or the politician, so I do get the duff ones.'
So is the antagonism between team captains Merton and Hislop, the Ian Botham and Billy Beaumont of satire, more than just a facade?
'Winning is very important to him,' says Ian Hislop. 'I can't remember the last time he lost. I think Angus (Deayton, the quiz's host) cheats on the scoring because he's basically a wimp, and frightened of what Paul will do to him if he loses. I haven't won for ages.'
And the most important question of all is: does Merton dislike Angus Deayton as much as it appears? 'Nah, 'course not,' he says, pausing to finish his orange juice. 'But you never know. I might just be lying again.'