'We're nearly done with the shoot now,' says actor Ewen Bremner, late on Saturday evening as he's being ferried by car back to his London hotel following a day's shooting on the Irvine Welsh-scripted, Nick Moran-directed Creation Stories, in which he plays seminal Glaswegian indie impresario – and, of course, discoverer of Oasis – Alan McGee. 'The shoot's been quite energetic, and I guess it carries a lot of the spirit of Creation Records with it; mainly the super-ambitious, bloody-minded schedule. But yeah, we got there somehow.'

We're on the phone to talk about Bremner's role as McGee, but also to talk about his own music, which he'll be giving a rare run-out under the name ExitMan at Edinburgh's Neu! Reekie! this weekend. Although the role of professional musician was never one he seriously thought he might fill when he was younger, it was as much of a passion as acting to Bremner; when he dropped out of school at 16 and failed his acting audition at Telford College, he thought he might take a course in Instrument Repair Technology instead.

'At one time I thought I might get into music, but I didn't know what the hell I was doing and I was never that great a musician,' he says. 'It was all a bit messy.' Instead, he took small theatre and screen parts for a decade before Trainspotting happened, and he realised he was a professional actor. 'I've been writing music since I was a teenager and I tried to be in bands a couple of times when I was young, but it didn't go too well. As an actor you're never in one place for more than a month or two at a time, and it's not fair on the others. You're a pretty useless member of a band if you're not around for six months or a year, or whatever.'

Instead, he works on his own in his spare time, recording with machines. He self-released an album online five years ago, but the last year or two has been more focused; these more recent fruits will be heard at this gig, in the hope of an album emerging soon. 'It's just a trio, double bass, violin and I play guitar and sing – or some people might call it that, we'll find out on Friday,' he laughs. He'll be alongside Euan McLaughlin on violin and Oliver Bustamante on double bass.

'When I lived in London I went to night school studying Afro-Latin percussion, and a lot of various rhythms, a lot of samba, that's what I wanted to get into,' he says. 'There are different influences to the music... soul, punk, I don't know what the hell you'd call it. It's all an attempt to communicate something about what you're feeling about this world and this life – just like whatever other work I'm doing.'

On that subject, he reflects on the film. 'I never met Alan in those wild days of the 1990s, although I guess we knew the same people,' says one of the men who – in his Trainspotting role as loveable everybam Spud – helped define the decade through a Scottish lens almost as much as McGee or Welsh. 'We met more recently though, and it was all very civilised and respectable.'

As you might expect, the complexity of McGee was a draw to Bremner. 'A lot of legends have built up about him over the years, he's fascinating,' he says. 'There are books and documentaries about him, and he released so much eclectic music – people like Ivor Cutler and Kevin Rowland, quite aside from the likes of Oasis, the Jesus and Mary Chain and My Bloody Valentine. He was someone who could see what other people couldn't, Oasis had been rejected by all the major labels before he stumbled across them and decided they were going to be bigger than U2.'

Recreating the scenes of his life must be fun? 'We've been hammering through all kinds of characters that he collided with over the years,' says Bremner. 'Malcolm McLaren, Tony Blair, we've shot a scene with Margaret Thatcher – he didn't collide with her, but it's a very funny scene. All these iconic rock musicians. Some figures carry this transformative power, for better or worse, like a cabal of wizards and warlocks – these alchemical figures throughout pop culture and society, who have managed to bend the world to their will.'

Where does this story place McGee? Is he hero or antihero? 'A lot of what he was doing, he was the guy who did everything wrong but it all went right, you know?' ponders Bremner. 'He signed the bands that everyone else saw a hundred red flags around, and created these culturally important milestones in popular music.

'McGee is a fallible figure in our story, but he's got a smile on his face these days,' he continues. 'It wasn't your conventional idea of how you do business or how you're supposed to be successful, but he did have that appetite for success. We have fun with all sides of his personality – the legendary venting and haranguing, but also his sensitive, vulnerable side.'

Ewen Bremner's ExitMan play Neu! Reekie!'s Remain in Light #5 at Leith Theatre, Edinburgh, Fri 19 Jul, with Sarasara, Jenny Lindsay and Cinemaattic.