Of course I love super-rich, they buy my work: Perry

My aim is to unsettle by showing what’s real and what isn’t,” says Grayson Perry, all messy hair, stubbled chin, crumpled T-shirt and paint-smeared trousers, with only the shocking-pink fingernails on his rough artisan’s hands showing a hint of “Claire” — his famous cross-dressing alter ego. In his north London studio it is almost a shock to see the artist so blokeishly casual, just two weeks after I’d witnessed his dramatic entrance at lunch in Mayfair’s Arlington restaurant in floral dress, coloured tights, shining lipstick and red high heels. His voice is powerful, almost gravelly, alternately angry and funny, as he explains why the role of the artist is to provoke — on beauty, class, gender, money, and even AI. A prototype tapestry hangs above him as he talks about his show at the Wallace Collection in Marylebone.

Delusions of Grandeur is the biggest exhibition of his life, neatly coinciding with the 65th birthday of this celebrated potter, transvestite, embroiderer, TV personality, biker and soon-to-be musical theatre star of his own life story. “I call myself a conceptual artist masquerading as a craftsman,” he says.

This knight of the realm, national treasure and social disrupter is showing 30 new works, from pots to tapestries, collages to a bronze helmet, a gun, fabulous dresses and a spectacular wooden bureau (which alone took three years to make and then decorate with dozens of portraits). This eclectic collection is as colourful, startling, original and beautiful as the Liberty dress he says he will wear for the show’s opening party.

Perry has a gift for sparkling verbal one-liners and visual showstoppers — aesthetic and disruptive. It is what he has been doggedly doing for 40 years ever since he seemed to emerge from nowhere, the man in a dress who makes ceramic pots, to become the surprise winner of the 2003 Turner Prize. Twenty years later, arise Sir Grayson, kneeling before Prince William, the first man to be knighted in a frock.

“My job is to trust my intuition and often it’s in your gut and in your body and in your emotions. That is why I loved therapy because it gave me this sort of insight and awareness into my bodily reaction to the world. Being an artist, to a certain extent, you’re on a kind of class elevator,” he says. It has been quite a ride.

His upbringing in Essex was violent and deprived. His stepfather hit him. He was a milkman who moved in with his mother and is disdainfully never mentioned by his name in Perry’s autobiography, Portrait of the Artist as a Young Girl – yet he comes across clearly as hideously abusive. Grayson was 13 when he first became aware of painting during one of his rare childhood museum visits: “I remember (the French rococo artist François) Boucher’s Madame de Pompadour when I was sort of a nascent transvestite and so would have been quite drawn to the frock.” His inspiration for the latest show is wilfully odd as he is clear that he has never much liked the Wallace Collection, a 19th-century bequest to the nation of paintings, sculpture, furniture, armour and porcelain in a grand London house behind Oxford Street.

It’s for this reason that he invented an entirely fictional fellow exhibitor, Shirley Smith, a woman with an obsessive crush on the Collection, who believes herself to be its rightful heiress. She is the latest alter ego or triggering device for Perry who has a very long history of identity swaps, most famously morphing into Claire, whom he dresses spectacularly in drag. His childhood teddy bear, Alan Measles, often makes appearances in his art.

In effect, Shirley is the godmother or co-pilot of this show, merging with and inspiring Grayson as they perform a sort of artistic pas de deux in the first room with works by her (actually made by him) as well as his own signature pots and other pure Perry works. “I wanted Shirley as a kind of poster girl for how art can sustain your life even when you’ve got nothing.” Different parts of Shirley’s biography are written into Grayson Perry: Delusions of Grandeur.

“I’m the fantasy person that she thought she was and there are layers entwined,” he explains. There are also poems by Shirley (or rather him) and on the audio guide an actor gives her a voice. A little confusing at times, perhaps, but always dynamic. It was three years ago that Perry was invited to exhibit by the Wallace, which is best known for its paintings by the rococo geniuses Boucher and Jean-Antoine Watteau, with their erotically charged women in stunning silk gowns. Ah, you think, that is why Perry is here. But he’s not having that. “I’m actually more of a kind of northern European Renaissance guy, more of a Van Eyck than Van Dyck,” he says by way of explanation.