When I first heard that Atlantic Theater Company was filling a slot in their season with a performance by an Olivier-winning British mentalist rather than with a play, I was annoyed. After seeing Derren Brown in action, I forgive them. The show is not only very entertaining, but a lot more rewarding to sit through than their last play (The Penitent). It’s better crafted too, with a knockout finale that reveals in a delightful way how tightly structured the entire performance has been. It’s hard to say much about it, because the audience has been sworn to secrecy. What I can say is that Brown is a consummate performer who quickly has the audience in the palm of his hand. He establishes trust by sharing a secret from his own life. The often amazing mental feats he performs on audience members range from the simple to the intricate, with one packing quite an emotional wallop. Along the way, Brown also demonstrates a real talent for portraiture. The theme that we limit what we experience because of selective perception is vividly demonstrated. Of course, I wondered how these tricks worked, but explanations are not on the agenda. The seemingly random way he selected audience members made it unlikely that they were “plants.” If you like to be amazed and delighted, you will have a good time. Just don’t expect a traditional play. My one reservation is that, at 2 3/4 hours including intermission, it is a bit too much of a good thing. Brown’s co-writers Andy Nyman and Andrew O’Connor also directed.