We remember him fondly as the hip-hop king of Staines. We have briefly been introduced to him as Bruno the fashion reporter, the campest man in Austria. And some of us are still reeling from the sight of that bikini-style thong that he wore as Borat, the glorious reporter make much comedy benefit Kazakhstan. Yet it’s rare that comedian Sacha Baron Cohen, who last week won a Golden Globe as best actor in a comedy, puts on a performance as his most intriguing character: that of comedian Sacha Baron Cohen.

Concealed safely behind a comedy moustache, he will happily tell you that his hobbies are “ping pong, disco dance and taking photographs of ladies doing toilet without their knowledge”. Strip off the disguise, though, and he is much less forthcoming. We know more about the fictional Borat than about his real-life creator. Baron Cohen rarely gives interviews out of character — he says he finds them “terrifying” — but recently he spoke to America’s National Public Radio (NPR) and Rolling Stone magazine.

Both interviewers found him to be polite and self-effacing. Rolling Stone particularly remarked on his “deep, genteel British accent”, which might more accurately be described as educated north London. He is the sort of young man who never forgets to say please and thank you: if your daughter brought him home one day, you’d bring out the best tea cups in celebration.

Baron Cohen was born in 1971 into a middle-class Jewish family, one of three sons (one of his brothers wrote the music for Borat). His father runs a menswear shop and his maternal grandmother trained as a ballet dancer in Nazi Germany. She fled in 1936 to Israel, where she set up a fitness centre. “She was the last Jewish girl to be taught ballet in Germany,” says her grandson.

Religion is observed in the Baron Cohen family but does not dominate. “I wouldn’t say I am a religious Jew,” he told NPR. “I am proud of my Jewish identity and there are certain things I do and customs I keep.”

It’s what you might call Church of England Jewish: he tries to keep kosher and attends synagogue about twice a year. Where possible he goes home on Fridays to observe the Sabbath with his family. Not that he gets home very often. He lives in Los Angeles with his fiancée, the Australian actress Isla Fisher (perhaps best known as Shannon from Home and Away).

It was thanks to one Jewish tradition that he got his first taste of showbiz: his breakdancing group provided the entertainment at his bar mitzvah. “As a kid I was very into rap,” he told Rolling Stone. “I used to breakdance. Starting at the age of 12 my mother would take me and my crew in the back of her Volvo. We had the linoleum in the back, and she’d drive us to Covent Garden in the dead middle of winter. We’d pull out the lino and start breaking.

“Essentially we were middle-class Jewish boys who were adopting this culture, which we thought was very cool. That was sort of the origins of Ali G.”

By then he had also discovered the joy of comedy. At eight years old he began a life-long admiration for Peter Sellers after seeing one of the Pink Panther films. Later his brothers sneaked him into a cinema — underage — to see Monty Python’s Life of Brian.

The embarrassing secret of the young breakdance posse was that they were actually pupils at Haberdashers’ Aske’s, a private school on the outskirts of north London. Baron Cohen left there to enjoy a gap year on a kibbutz and then went on to study history at Cambridge, where he wrote a dissertation on Jews in the US civil rights movement, joined the Footlights and honed his acting skills in less conventional ways.

“I started developing characters partly as a way to get into places without paying,” he says. “At Cambridge there was something called the Cambridge balls, which at that time cost about £120 per head. I would try to get myself and other people in pretending to be the band or something. I remember when I came to New York at the age of 23 me and my friends would get into clubs claiming we were bouncers or drug dealers.”

On graduating from Cambridge he gave himself five years to make it in show business before getting a proper job, probably training as a barrister. He found work on an obscure satellite station before moving to London Weekend Television, where he credits director Mike Toppin — a veteran of Ealing comedy — with encouraging him to develop comic characters.

The first was MC Jocelyn Cheadle-Hume, an Ali G-style figure loosely based on the Radio 1 DJ Tim Westwood, who affects a gangsta rapper style despite being white and the son of a bishop. One day, while out filming as this character, Baron Cohen spotted a group of white skateboarders and went to join them.