Part of the reason I wanted to write “Baggage” was to show I am still on a journey, still learning and still affected deeply by trauma I’ve had in my past. His belief that madness or mental illness is not something to be locked away and hidden but that it is potentially a shamanic experience with much to teach us is fascinating to me. “I would play her as a man, not in drag or anything,” says the Tony-winning actor Alan Cumming, whose new memoir is “Baggage.” “Once you’ve played everything in ‘Macbeth’ (like I have) there are slim pickings in terms of great, complicated, messed-up Scots left to play!”