Brett Gelman is no stranger to characters. As in, “he’s a real character.”

After starring in a 2008 campaign for New York’s lottery, his one-man musical stage extravaganza, “One Thousand Cats,” HBO’s “Funny or Die” series and as an insufferable brother-in-law in Prime Video’s “Fleabag,” Gelman is now enjoying his most prominent role yet: as “Stranger Things’” Murray Bauman, a disgraced investigative journalist turned paranoid shut-in who lives alone in a bunker, drinks vodka like water and wears tube socks under his kimono — if he’s wearing anything at all.

And though he’s been part of the ensemble since Season 2, the fourth season of Netflix’s sci-fi/fantasy blockbuster — which premieres its final, feature-length episodes Friday — moves Murray, and Gelman, from colorful side character to main player. The oddball private investigator is instrumental in transporting the 1980s-themed monster tale from the fictional town of Hawkins, Ind., to the U.S.S.R. while forming an alliance with put-upon mom Joyce Byers (Winona Ryder), delivering unexpected laughs in the process. “Joyce and Murray complain about each other and doubt what the other is saying,” said Gelman. “They essentially became a comedic action duo.”

Gelman’s unconventional comic gifts bring much-needed levity to the series as the perils facing its teen characters become increasingly terrifying. The actor spoke with The Times at his Los Angeles home recently about the “madness” inside all great character actors, why Murray is like “Golden Girl” Bea Arthur and how “Stranger Things” liberated his inner quirky kid.