20 minutes to stage time, Thursday October 4th 2012. I'm stalking with my buddy Alex through deserted, eerie NHS grounds somewhere near Elephant and Castle, convinced we're lost and growing increasingly ill-tempered. Generic Search Engine Maps has us as being offroad, in uncharted territory. Thanks one fuck of a lot, Generic Search Engine. While I'm staring at the little blue dot that signifies our position (apparently the rooftop of a building called 'Wooden Spoon House') beads of moisture appear on the phone's screen, sparkling little wet domes. I look up at the evening sky, squinting. Thanks one fuck of a lot, weather.

I'm ready to whip myself up into a ferocious grump the likes of which Kennington has never seen, when we turn a corner and happen upon a gaggle of bright young things scattered across the pavement, smoking, talking. We have found The Cinema Museum, an unassuming yellow-brick affair in an estate comprised without exception of unassuming yellow-brick affairs. In the distance, past the estate's borders, the quiet, unmoving Eye glows a weird blue through insipid drizzle.

I cannot, of course, blame Keaton Henson for the shitty weather, or my own unfailing inability to find places. But let me play devil's avocado for a bit. Henson's debut full-length Dear… was released on April 2nd, to widespread genuflecting from a music press lustfully engorged at the slightest salty whiff of 'The Next For Emma'. To its credit, Dear… isn't 'bad'. It's a collection of competent, sincere songs that owe a heavy debt to Andy Hull's musical output, without the abyss-deep story trench of the Right Away, Great Captain! records, or the 100% American beef behind Hull's ragged howl. I'm not the first person to take the point of view (and it's dead easy to bash some poor bloke heaped to the hairy chin in kneejerk acclaim), but Dear… is just alright. It's no doubt an important piece of catharsis for Henson, but there's little brilliance there, just a grey set of shivering, ordinary folk over plain phrases that tell of a man's romantic traumas, doing little to make them remotely interesting to anyone else.

Nowt wrong with that, perhaps. Henson has expressed bafflement at the idea that music should be shared, and this makes a lot of sense when applied to Dear…, which sounds like the direct product of post-breakup fallout. Listeners might find a mirror for their own troubles on there (I'm a sucker for that 'lungs giving up on me' bit, however prosaic it is), but Dear… doesn't play out as an album made for anyone except Henson, and perhaps whoever he's singing about. Fact is, though, sharing's what the guy's gone ahead and done. So is Henson's two-night stint at The Cinema Museum a fuck-yeah step forward for a songwriter manacled by panic attacks, a scheme by money-hungry suits to milk a vulnerable folkie who smells like spondulicks, or just evidence that Henson's 'stagefright' is all a big PR stunt?

By the end of the night, I've discounted the last option without further question. Keaton Henson is faking diddly-squat, if anyone was worried. After I've sucked back a swift, well-deserved smoke, we hustle inside. The lady who stamps our wrists issues a series of left-then-right-then-right-again directions, and we strike out down the pokey, eldritch corridors of the Cinema Museum. Through one door that we pass a reel plays out, silent, glow flickering across rows of empty seats. I wonder how tiny the performance space is going to be, when the corridor suddenly opens out into a massive, raftered room, Brighton station reconfigured as a house. The place is an ambience-junkie's wet dream, low-lit, Cecil B. Demille posters everywhere, to say nothing of The Inbetweeners next to Hawk the Slayer next to Anthony Hopkins in August. The bar uses an ancient wooden till with a brightly pinging bell. Someone has gone to a lot of effort to make this feel special.

I've been a dick and arrived late, so I forfeit my right to a seat – the place is decked with rows and rows of cinema fold-downs – and stand behind a politely sozzled trio not far off my parents' age, and a girl manning a winking video camera on a tripod. I see two more like her, stationed at intervals across the room, waiting. A man with a loud voice announces the start of the second half, and Henson's cellist Ren Ford takes the stage and bustles skilfully through some Bach (I'm told), before hitting a series of yawning lows to which the lights dim and Henson appears, taking up his Telecaster and seating himself in a chair on the riser. The mic is positioned low, so that the singer is looking down into it at all times, and this is more or less where his gaze remains throughout. He and Ren open the set proper with 'Sweetheart, What Have You Done To Us', a song so defiantly mournful that any sort of sucker for sadness couldn't fail to be taken in, 'specially with that cello summoning up such a swirling vortex of mope. We're busy being hoovered into the thing's black gravitational pull when Alex nudges me, having clocked (he reckons) over twenty grands' worth of sound desk. I know precisely fuck all about sound desks, but I know what money sounds like, high-def thrubs and yawls from Ford's cello, Henson's breathy, croaking shudder rendered in sharp focus against the scrape of his fingers on strings. Someone is getting what they paid for.

When Henson speaks, his voice tells whispily of the amount he smokes, and for all his terrified gravitas he's polite and not without humour, rinsing Ford ("making fun of Ren seems to help with the nerves") and, two songs in, inviting "the moderately talented Staves" up on stage with him, to perform new cut 'In the Morning'. It's not bad, just saddled by the stock imagery of the heartbroken, beginning with "an empty pack of cigarettes by the bed", sung to the tune of Bright Eyes' 'Poison Oak'. Far more affecting, in a perverse kind of way, is the songwriter's breathing 'fuck' before helping The Staves sing 'Icarus', which is a beautiful song, all the more so for Henson's wobbly countertenor setting up a call and response with The Staves' lush, bottomless harmonies. I get goosebumps and everything. 'Sarah Minor' reprises its role as Dear…'s lone posi cut, warm and sympathetic amongst its bleaker bedfellows in Henson's live set, and it's nice to see the man throw a few glances around the room during the song, especially if you're rooting for Keaton Henson, Guy with Debilitating Nerves. 'Best Today', another new track, channels Manchester Orchestra in a very similar (albeit less soulmangling) way to 'Do You Know How Lucky You Are', the song on which I came to know Henson. It's a song I like, for me the best song on Dear…, and a song I am looking forward to hearing.

'Do You Know How Lucky You Are' at the Cinema Museum on Thursday October 4th 2012 is a real example of why Henson's suggestion that music shouldn't always be shared is so damn valid.

The slow drone starts up, the Christmas-light harmonics, the bent strum. The man from Richmond doesn't fuck up, encounters no technical difficulties. But I'm not sure that anyone in that cavernous and softly-lit room had any sort of right to witness him play that song. Please don't misconstrue this as some sort of 'creative' hyperbole that's attempting to express beauty. It's not. 'Do You Know How Lucky You Are' in the Cinema Museum that night didn't equate to beauty. Neither did it equate to shit. It equated to walking in on the balding middle-aged bloke sat in front of me, or the girl three rows away who still hasn't taken off her anorak, playing their own private songs about their own ex-whatever, in front of an uninvited crowd inexplicably watching and passing judgment, whether good or bad. As Henson's voice cracks over the song's skeletal reverb, I'm not sure that people should be lapping it up like I presume they are, but for a goodly portion of his audience, I'd wager the (no value-judgment attached) power of Henson's music is that they can project themselves up there and onto him, just as he did himself for Dear…'s 'Oliver Dalston Browning'. Whether they're prepared to admit it or not is something else. I make just two more notes for the rest of the set, the first a scribble that Henson's singing "I'm truly alone and I like it" on 'Lying To You' feels as odd as the whoops that follow the song. Before playing the closing 'You', Henson lets us know that it's going to be his last of the evening. "No!" come the gentle cries from the seated, maroon-clad throng.

"Ah man," shivers Henson, "I just want to go home."

I have not a lick of evidence, bar conjecture, that any of the night's proceedings ran against Keaton Henson's best interests. I'm still not sure what my writing it all down and putting it on a website amounts to. But the non- sequitur between the man's dislike of crowds and the amount of dough and effort sunk into putting him in front of one is difficult for a paranoid hack to resist. Searching around for answers, I found my final scrawl from the evening, scratched blotchily out onto a beerstained page. "If tonight was for Keaton Henson, congrats, I guess. And if it wasn't, well, fuck you. Fuck you into the ground burning, you frozen, heartless cunts."