It is hard to imagine bad things happening to David Hyde Pierce or, more specifically, to any of the men he plays. With a head that always reminds me of a bright light bulb, he projects an enormously likable skepticism and a willingness to let audiences in to watch his characters try to untangle the contradictions in their psyche.

So here’s the warning. A bad thing happens to Nate Martin, the lonely single guy he portrays in Adam Bock’s boundary-pushing “A Life.” I’m not saying what that is, except to say it takes someone with Pierce’s appeal to help us go those few extra steps into unknowable — some might say morbid — territory.

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Martin is first in his tasteful, if modest little apartment as he talks directly to us. He explains how, one day, having “lost faith in everything I had ever learned,” he turned, after a lucky coincidence, to astrology for the order he craves. He amusingly recounts the many boyfriends who passed through his life before a genuine heartbreak had him question his problems with intimacy.

All the while, people shout for other people outside his window, car alarms and sirens wail unknown stories of other ongoing lives. This preoccupation with one’s own dramas is extended through the haunting 85-minute play on Laura Jellinek’s surprising sets. Director Anne Kauffman, who explored comparably unsettling subjects last season in “Marjorie Prime,” takes us simply and effortlessly into the unthinkable.