The show, which was part of a five-night run and will see the star of shows such as The Inbetweeners perform in the town until Thursday, was a “warm-up gig”, as Greg tried out material ahead of his latest tour starting next week.
Right at the beginning Greg warned the audience that the material in the show was not for the faint-hearted.
I can confirm, there were a few cringe-inducing moments, as no topic seemed to be out of bounds.
It wouldn't be a performance I'd take my grandad to, but for the audience on Sunday night, the performance went down extremely well, with chairs shaking with laughter and moments when I'm sure someone sat in a row in front of me started crying when she couldn't stop laughing.
The audience as a whole seemed to enjoy it, with moments of laughter so long Greg had to pause and wait before carrying on.
There were a range of people in the theatre, from younger people in their early 20s to middle aged people, who all seemed to relate to different parts of the wide-ranging show.
Greg oozes comedy. It just takes an Inbetweeners Mr Gilbert style eyebrow raise and stare to have the audience in stitches.
He announced at the start that as it was a warm-up gig, the proceeds from the tour were going to be donated to a local charity, with Greg specifying that some of the funds would go to a local cancer charity.
Greg, who grew up in Wem, is often spotted around the county with his mother who still lives in the town and who featured heavily in his routine, with anecdotes about his childhood weaved in.
Other than themes of family, Greg focused on “what makes us intelligent beings”, and talked about education as a former teacher himself, love (or lack of it), sickness and death.
The Bafta-nominated comic’s five consecutive performances at Theatre Severn sold out in days after being announced late last year. It the first time he has toured for nearly four years.
Just weeks ago, Greg also performed at the first annual Shrewsbury International Comedy Festival which drew in more than 1,700 people.
Since 2012, he has appeared in BBC comedy Cuckoo, while he is also widely known for his role as Mr Gilbert in The Inbetweeners.
He has written and starred in Channel 4 sitcom Man Down, a series that follows the struggles of a teacher.
For more information about Greg Davies’s You magnificent Beast tour, visit gregdavies.co.uk