Studying at Oxford gave Melvyn Bragg the “elbow room” to find out what sort of life he wanted. “Oxford gave me the space to turn into the sort of person I became,” he said, in that gentle, Cumbrian tone.

“It allowed me to imagine a different life, the sort of life you can’t imagine when you’re from a little working-class community.”

Oxford was where his lifelong love of literature, theatre and film was first forged, where the young, pensive history undergraduate first dared to think he “could be a writer or make films”.

His parents ran a pub in Wigton, and when the grammar school boy arrived at Oxford University in the late 1950s, he was enthralled. “I’d never seen anything like it, coming from a small town in the North of England. I thought it was architecturally stunning. It had all these libraries. It was like a dream city.”

The veteran arts broadcaster and Labour life peer still enjoys a strong bond with Oxford. This year, he is joining celebrations of the 400th anniversary of his college, Wadham. He visits people in Oxford often and said that he’s always delighted when he gets off the train. “I always feel as if I am treading on some sort of privileged ground.”

This is a pivotal year for him. The South Bank Show, ITV’s flagship arts programme, which he launched 32 years ago, ended last year. He has recently explained the reasons for the show’s demise — he couldn’t accept the money that ITV put on the table for the next series and preferred to see the show disappear. Is he sad that the long-established programme has ended?

“It’s been a huge part of my life for over 30 years, but when you leave things, you then start new things. Doors close, doors open. But I am sad to leave. I’ve worked with such a talented group of people. It’s been good fun and a laugh.”

The South Bank Show has seen him interview more than 800 luminaries of literature, art, music, theatre, film and dance. There have been plenty of classic television moments, such as when Eric Clapton admitted he supported Enoch Powell, Peter O’Toole tried his best, and failed, to appear sober and Dennis Potter gave his last, moving, swan-song interview just before he succumbed to pancreatic cancer. Who has surprised him most?

“I’ve interviewed so many people I find that question almost impossible to answer. I suppose I was very surprised at how extremely thoughtful Billy Connolly was or how frivolous Laurence Olivier could be. You are surprised by contraries, when people are opposite to your expectation of them.”

I am surprised myself when he reveals that despite his enormous experience, he still gets nervous before each interview. “You’re asking these people to talk about their work. In a sense that’s harder than asking them to talk about their private lives.

“A lot of them don’t want to reveal the secrets of how they work. I can’t really understand somebody who said that they don’t get nervous.”

In addition to his broadcasting — he is also the anchor of Radio 4’s weekly round-table history discussion In Our Time — he has written more than 20 novels and 12 books of non-fiction.

His latest, semi-autobiographical novel, Remember Me, is partly set in Oxford, where he met his first wife, Lisa Roche, and married at 21. The marriage foundered and, after he left, Roche committed suicide. How did he feel, dredging up painful memories?

“The accepted view is that if you write things down, you get them off your mind. That might be the case for some people, but it wasn’t the case for me. It stirred things up. It muddied everything. It brought it all back too acutely. There are many days when I wish I hadn’t written it.”

He will continue to write, however much of a toll it may take. He will also continue broadcasting — a ten-part South Bank Show Revisited starts soon — and be a senior statesman for the arts.

Does he have cause for cheer or for gloom about the arts in Britain?

“I look around and see the choirs in schools, the young novelists and poets coming through the ranks, the new plays coming to the West End and I think: the arts are in a tremendous state.”

His book based on 25 South Bank Show interviews, Final Cut, is published by Hodder at £20. He is at the Oxford Literary Festival on Saturday.