Shappi Khorsandi, Soho Theatre

If the first rule of being a novelist is to write about what you know, then the first rule of comedy is to be yourself. And in that respect Shappi Khorsandi starts with an advantage, as being herself means she's warm and likeable and the audience are instantly on her side.

And when it comes to her material, she started in stand-up with another advantage, in that her parents had to escape persecution in Iran (her father is a satirist who upset the ayatollahs), and for a while the family were given protection officers when they moved to London.

She has always mined her own life for material, working through that fascinating episode of her childhood, to being an immigrant in Britain, her search for love, getting married and having a child, and more latterly, her divorce. And now, in her latest show Dirty Looks and Hopscotch, Khorsandi brings us up to date with what's happening in her world.

Good comedy can include gross exaggeration but it has to exist in a recognisable world

After some blather about having a bad-hair day, her Twitter habit and a segment of talking to the audience which went nowhere, Khorsandi got down to the point of her show. She tells an interesting story, about a 1980s indie music star she met online who still lives a rock'n'roll lifestyle - so much so that he has a lost property box in his house - and her discovery after eight months that he had been living with another woman (oblivious to his philandering) for the past seven years. The tour poster picture of Khorsandi dressed as a schoolgirl, by the way, came out of one of his pervy suggestions.

The trouble is, I had real difficulty in deciding where the real story ended and the comic storytelling began. To be sure, good comedy can include gross exaggeration, surreal invention and the occasional downright lie, but it has to exist in a recognisable world where what is being described is at least partly credible and the audience can create mental images of even the most bizarre scenario. And the longer this show went on, the less I believed it and the more difficulty I had in picturing what was being described.

That's a shame because Khorsandi has an engaging, conversational style that lends itself to this confessional form of comedy, but her material needs more focus for it to have real emotional impact. She has some powerful segments that hint at something deeper - being the fat girl at school no one wanted to play with, alluding to a sexually adventurous life completely at odds with her upbringing (her mother, she says, regarded sex as “whores' business”) - and there's a delicious anecdote about her grandmother and aunt flashing their breasts at passers-by because as Iranians visiting London it was so liberating, but these are frustratingly not developed.

At the end of the show, again almost as a throwaway, Khorsandi reveals something quite shocking about herself, considering what has gone before. Who knows, it may be true and may even form the basis of her next show. I do hope so.

• Shappi Khorsandi is at Soho Theatre, London, W1 until 3 November; then touring until 8 December