Sir Lenny said his comedy routine had matured over the years.
He said when he started performing as a teenager “I was a mimic, I just copied people.”
But with the help of writers including Kim Fuller, he said: “I learnt that I had a sense of humour that is totally mine.”
That humour was “a bit Jamaican, a bit Dudley and it’s basically me talking about things I love, things I worry about,” he explained.
Henry said he was enjoying writing new material for the tour, which started in Maidenhead on Saturday.
He also said half the show would be a question and answer session and he was fully prepared for questions from his home crowed like: “Did you snog a girl called Jennifer in Dudley baths when you were 14?”
He is due to perform at Shrewsbury’s Theatre Severn on 5 May, at Warwick Arts Centre in Coventry on 6 May and then Dudley Town Hall on 10 May.