Fishnet stockings, French maids and feather boas are everywhere as we walk through Poole town centre on an ordinary Monday evening. And that's just the men.

But we gladly join the hoardes heading into Lighthouse, Poole – some carrying bags of props – for the opening night of Richard O'Brien's Rocky Horror Show.

It's the first time the legendary rock 'n roll musical has been staged at the theatre and, judging by the packed auditorium, it's been worth the wait.

Audience members range from Rocky Horror virgins to hardcore fans (the ones brandishing fairy lights and newspapers to brandish at the relevant points during the evening), of absolutely all ages. I fall somewhere in the middle, having seen it just once before, so long ago that I can barely remember the storyline.

To be fair, there isn't much of one anyway ­— innocent young couple Brad and Janet find themselves at a castle with some rather unusual inhabitants, when their car breaks down, and spend an rather, um, enlightening evening with "sweet transvestite" scientist Frank N Furter, slaves Riff Raff and Magenta, from the planet of Transexual Transylvania. Not to mention Frank's muscleman invention, Rocky.

But the storyline isn't the main event here. Rocky Horror is somewhat of an immersive experience, where heckling is welcomed, and dealt with expertly by narrator Reece Budin, who even managed to throw in a few topical Will Smith-themed wisecracks.

The risqué costumes and outrageous routines ensure the audience is thrown straight into the all singing, all dancing party unfolding on stage. Former Strictly winner Ore Oduba proved himself a triple threat as Brad, while Haley Flaherty as Janet, Stefania Du Toit as Columbia and Suzie Meadam as Usherette/Magenta were equally impressive in their vocals and Stephen Webb just owned the stage as the fabulous Frank N Furter.

By the reprise of Time Warp, you'll be on your feet – guaranteed. Fun from start to finish.

Rocky Horror Show is at Lighthouse, Poole until Saturday, April 2.