So, it’s 9pm on a Wednesday and I find myself hiding behind a curtain from some security guards with my nose pressed against a window, looking out over Marylebone High Street with a guy I know only by the code name ‘Osman’

What the hell is going on?

Let’s rewind. I haven’t wandered into a bank robbery. I’m at a theatre piece (event? I don’t really know what to call it…) called Heist in which you and up to seven other people attempt to conduct a large-scale theft in an office block. It really is as simple as that. The actors – sorry, criminals – ‘Doyle’ and ‘AJ’ get you in, and get you out. The rest is up to you and your team. You need to get past security cameras, find maps, crack codes and work together to make your way up to the fourth floor and complete your mission. Oh, and don’t get busted.

I have no previous experience of immersive theatre and, I have to admit, I was a little dubious. Anything “interactive” usually gives me the shivers, because it can just be so embarrassing and unconvincing. However, somewhat despite myself, I had a really fun night. The great thing about Heist is that you are, to an extent, genuinely in control of what happens. The choices your team make really do affect how well you do. It is not a simple set up that invariably leads to the same ending: there are a number of possible outcomes and different levels of the story that you could potentially discover.

Obviously, a certain suspension of disbelief is needed, particularly at the very beginning. But as long as you agree to play along, the game is great fun. I felt like I was a kid again playing spies, but in the best pretend game ever created.

Take your friends, or go on your own – either is fine, although you will have a very different experience if you’re just with people you know. Being thrown together with strangers is oddly enjoyable, and I like to think my team – Underwire, Tie-Clip, Kumquat, Heatbeat, Acoustic, Osman and I (Cogs, by the way. I think I won on the name front) – were pretty damn ninja-like all in all. I’m kidding myself, we were completely rubbish. Ah well.

Heist is playing at Theatre Delicatessen until 29 March. For more information and tickets, see Theatre Delicatessen’s website.