Small is beautiful - Moby @ Avalanche Records, Glasgow

Once they'd got over their disbelief at seeing a megastar close up, Moby's fans enjoyed these intimate sessions, writes Roger Cox

IT'S ten to four on Tuesday afternoon, and about 20 people are milling around in front of Avalanche Records in Glasgow. A further 30 or 40 are already inside. That's pretty busy for a small independent record store in the middle of the week, but given that Moby – an artist accustomed to playing to tens of thousands of people – is about to show up to play a free DJ set, it's perhaps a little underwhelming. By 4pm, there's not much space left in the shop, but fans aren't exactly queuing around the block to get in. In fact, the people on the street probably have the better deal: it's cooler out there, and through the window they can see the decks Moby will be using.

A guy with a shaved head walks through the door and for a moment the buzz of conversation dies down as everyone cranes their necks to see who it is. It's obviously not Moby though – far too tall – so the noise level quickly picks up again. Then, at ten past four, the real Moby shuffles in and gets straight down to business, playing records (well, CDs), posing for photos with fans and signing every poster and flyer that's thrust his way.

If he'd tried something like this back in 1999 or 2000, while his breakthrough album Play was on its way to selling nine million copies worldwide, the crowd would almost certainly have been bigger. In fact, the police would probably have been called. But these days Moby isn't too concerned with how many people turn up to listen to his music – he's on a mission to reconnect with his fans on a more personal level.

"I really like the dialectic that exists between me and people who are willing to listen to my music," he says, "and that dialectic is a lot more viable and a lot less anonymous in an environment like this, as opposed to, say, in front of 10,000 people. I really like being able to look people in the eye. With a crowd of more than 200 you stop seeing individuals and you just see a crowd."

Moby's Avalanche session is the first of a three-part schlep around Glasgow today. The plan is to play an acoustic gig at Mono at 6pm and then a DJ set at the Sub Club from 10pm, all free of charge. As part of the same mini-tour, in support of new album Last Night, he's also scheduled to play a DJ set at the Liquid Room in Edinburgh tomorrow, although tickets for that are £15.

At a time when the music industry seems increasingly anxious to squeeze as much money as it can out of artists' live performances, a free Moby gig sounds too good to be true (let alone three of them) which is perhaps why some members of the audience at Mono seem a little confused about what's going on.

"When I saw an advert saying 'free Moby acoustic set at Mono' I thought maybe it was a code for something else," says Charlotte Riordan, a learning assistant with the National Trust. "I wasn't too sure it was actually going to happen."

It does happen, though, and when it does it's … well, a bit like a cosy folk club gig, only with an international megastar up on stage, strumming away. The real revelation is singer Joy Malcolm, whose rich, powerful voice is perfect for stripped-down interpretations of crowd-pleasers like Natural Blues and In This World. Not only can she sing like a Motown angel, she clearly shares Moby's playful sense of humour: at the end of Natural Blues she changes the lyrics to "Oh Lordy, I need my peppermint tea" in a not-too-subtle hint to the bar staff, and when Moby decides he wants to play Sweet Home Alabama in a minor key ("to make it sound like a mournful protest song"), or do a comical bossa nova version of recent anthem Disco Lies, she's more than happy to oblige.

An engaging double act, the two of them are clearly having a blast and their enthusiasm is infectious. The audience are in raucous voice for the "doo de-doo de-doo doo-de-doo"s on a cover of Walk on the Wild Side, and they perform the mariachi trumpet part for Johnny Cash's Ring of Fire with gusto. If Moby's plan was to get close to and reconnect with his audience, he could hardly have succeeded in more spectacular style.

The fans certainly seem happy. "I think it's a really good idea, doing these three gigs," says Terrence McMahon, a software technician. "I'd definitely rather see him at something like this than at some massive gig."

Moby, meanwhile, talks about peppering his schedule with these intimate appearances as a kind of release, almost as a form of therapy. "For quite a while I did things out of a sense of obligation," he says. "Professionally I felt that, as a musician, I was obligated to do very long tours and live on a tour bus. And then a couple of years ago I had this realisation that life is short and I couldn't think of any good reason to do that, so I tried to think of a way that I could still tour and not be depressed and not get bored. And the way I came up with of doing that was to make every day a little different. So for example on Saturday I played in Germany to 1.3 million people, and then I came here to do a few smaller things."

Is it more fun playing to smaller crowds?

"It's just different. I guess if you were a football player you might have a lot of fun playing football with a few of your mates, but then you'd probably have a lot of fun playing in front of 20,000 people."

So this is like a kickabout in the park for him?

"Yeah, and it's spontaneous. We very intentionally don't rehearse beforehand. For some reason, and I'm not sure what sort of personality disorder this is indicative of, I love mistakes, and I like the fact that when Joy and I do these little acoustic sets I have no idea what's going to happen. If someone said to me 'here are 15 songs, you have to go out and play these songs the exact same way every night' I'd rather work at Burger King." Then the famous vegan realises what he's said, and reconsiders: "OK, maybe not at Burger King, but I just don't understand the appeal of that."

• Moby plays the Liquid Room, Edinburgh tomorrow, tel: [phone]. Last Night is out now.