HER FIRST ALBUM appeared six years ago. Yet people are still pondering who is this character Nellie McKay, and why does she so confound and astonish?

At first glance, this slight, strawberry-blond 28-year-old comes off as winsome and shy, a bit "kooky" and old-fashioned. Largely that's because she sings in a light, dreamy voice and with old school arrangements, some featuring ukulele. The sort of stuff that hasn't been in pop vogue since the 1950s.

True to that nature, too, McKay - pronounced McKye - devoted a recent album ("Normal as Blueberry Pie") to songs of the Eisenhower era - and even older - as once performed by Doris Day. While a big band singer first, Day today is thought of mostly as the featherweight yet unflappable star of romantic comedies opposite "hunks" like Rock Hudson.

But there was more to Day than first met the eye, noted McKay in a recent chat, prompted by her show Sunday at World Cafe Live. She first got interested in the now 88-year-old singer/actress from hearing about Day's pioneering work in animal rights, a passion Nellie shares.

And the same "first appearances are deceiving" notion also holds for McKay, an anomaly raised far off the beaten track, in the Pocono Mountains town of Stroudsburg, by her divorced mom Robin Pappas, a former actress who would became Nellie's manager and now album-producer. Also a big help in her teenage years was jazz great-in-residence Phil Woods, who counseled McKay then to "not think so much, just go for it."

Like Bette Midler, another quirky, time-warp character who worked equally well in cabaret and pop settings, McKay throws in lots of winks with her prayers. In one recent song ("Please") from her new "Home Sweet Mobile Home" album she intones, "Lord send me a hard luck childhood." In another, the carnival-funk rocker "No Equality," she reminds the emancipated ladies in the house that even today "it's an illusion, it wouldn't do a revolution."

Never easy to peg down, McKay won great reviews a few years back performing in a Broadway revival of "The Threepenny Opera." She's also acted and sung in the movie "P.S. I Love You" and contributed music to the Rob Reiner film "Rumor Has It," and the current HBO series "Boardwalk Empire."

And another of her recent albums, the especially terrific, I think, tongue-in-cheek Broadway parodying "Obligatory Villagers," has been turned into a dance suite called "Whoa, Nellie!" performed by the Chase Brock Experience.

We talked a bit about all that in a recent chat.

Q: So did performing all those harsh social commentary songs in "Threepenny Opera" steer your own work in a more ruthless direction? And do you ever wish you'd been born in an earlier time?

A: (Lyricist) Bertolt Brecht uses satire in such a potent way. But I actually have trouble with good art. It makes you not want to do anything. You know you can't match it. Better to be listening to crappy stuff.

I'm very aware of the pitfalls of nostalgia. Obviously a lot of horrible stuff was also going on in those years, but certain things were better, and it's a shame to throw out the baby with the bath water.

Q: Before you were a singer, you tried your hand at standup comedy. How did that go?

A: When you're a comedian, people expect you to be funny all the time. Truth is, I was lousy at it. Hated the constant repetition. And talk about a lonely profession. Even when a bunch of comedians get together in a social setting, it's very competitive. I have managed to weave humor into my music, but as I'm getting older, I find it harder to do, seeing the same stupidity and ignorance over and over again. I still have this delusional hope that people will get better but it doesn't happen. I don't even know how Jon Stewart can still joke about it - like these tax cuts for the rich. Unbelievable. And that body scanner stuff - what an invasion of privacy and your personal liberties.

Q: You're a confirmed vegan yet underscore the point in the new song "Unknown Reggae" with a lively beat and flip, offhand lyric, suggesting that a burger was somebody's mother. What was your thinking?

A: I understand how the flesh is weak, and food is one of the only things you can count on at the end of the day. Animal rights, even more than human, is hard to make palatable because the truth is so horrible. But this song is fun to sing, and the band sounds great on it. I'd love for people to listen to it and change their diet, go animal-free. But you don't have to be a healthy vegan. There's still a lot of junk food to enjoy. Nobody who comes to my house can believe all the oil, the fake butter, the bags of potato chips laying around.

Q: Have you thought about doing more work in the theater? Maybe writing a musical?

A: I recently did a reading (for a part) with Martin Short for a musical, but I'm not at liberty to talk about it. I'd love to write a show, but there's an awful lot of money to raise to get one on, and you tend to give up control. I'm not the greatest collaborator.

Q: So what's your next move?

A: After shows this weekend? I don't know. It's nice to keep your options open. But you know the expression, "Rich people plan and poor people don't." That's why they stay poor. All I know is I've gotta get some Christmas presents. It won't be much. The whole consumer thing, yuck. There's so much junk out there. And the prices! I saw this baby blanket at a department store the other day - $20. Then I went into a discount store, and the exactly same thing was $2. That kind of thing makes me so mad, I start to feel and look like the Edvard Munch figure in the painting "The Scream."

Nellie McKay plus opening act Birdie Busch, World Cafe Live, 3025 Walnut St., 7:30 p.m. Sunday, $25-$28, 215-222-1400, www.worldcafelive.com.