Lena Headey: the most savage woman in Westeros is just a Yorkshire mom

"I wasn't aware of how iconic she'd become. In the beginning I was playing Cersei for who she is to me - a flawed woman who is sort of desperate to keep hold of her powerful position. And no, she hasn't leaked into me ... maybe sometimes, when I'm furious with my children," deadpans Lena Headey, who embodies Cersei Lannister in HBO's most-watched series ever, Game of Thrones.

We're in a posh London hotel, in a cosy, private wood-panelled room. In keeping with the finger-numbing British winter, she has a felt hat perched on her head. The fabric of her clothes is the kind that keeps heat in, but is lightweight - personality depicted in a jacket that has subtle pieces cut out beneath the armpits where the heated hotel might cause one to sweat.

When asked who she's wearing, she reacts as though one asked an obscene question: is there a God? Does life exist in space? There's an over-elongated silence. She's either going to cut me down to size or answer something she considers banal.

"I mean, this is a nice jacket from Rachel Comey and the rest of it? These little bits I've had forever." Her mouth closes, like she's proud of herself for cooperating and not letting her personal opinion leak out.

People say you shouldn't use the adjective "strong" when describing a woman, because it's inherent in the noun and no one ever says, "It's a story about a strong man."

However, if ever one can use the adjective "strong", it's about the characters the 45-year-old English actress has portrayed over the years - Queen Gorgo in 300, and Sarah Connor in the television series Terminator to name just two.

So when you meet Ms Headey, you are struck by how petite she is. She is only 1.65cm, with that skittish bird-like quality that many British actresses have, like at any moment she could take flight.

She's uncomfortable with the interview process - nosy reporters probing her inner feelings, technique and life. It's not in anything she does, rather in what she doesn't do. She holds herself tightly as though ready to battle. Her face barely moving, but her eyes hint at her assessment of the worthiness of the question.

ON 'GAME OF THRONES'

When asked if Cersei's naked walk of attrition (watch the scene below) was the most difficult thing she's done, Headey laughs and says of our interview: "No! This is harder." But then acknowledges the discomfort.

"I was in a bikini. I've known all the cast and crew for years so I'd have felt very self-aware if naked. In acting I like to be able to be where I need to be emotionally, and being naked for that moment would have detracted for me."

The effects people created the nudity but she "did the emotional, physical walk. It was three days, and quite intense." She arches an eyebrow as a book-end of understatement.

When she feels safe, she is warm with a wry sense of humour, and yes, that famous strength is on display with clear boundaries of what she will reveal.

She fixes you with a Cersei-like stare when you probe about the final season that promises edge-of-your seat viewing in each of its eight episodes.

Everyone has signed a non-disclosure agreement. "I was stunned when we did the final-season read-through. It was intense, a lot of adrenaline from the cast," says the mother of Wylie and Teddy.

"The seasons tended to become more extraordinary and just kind of gigantic in the epic-ness of it all."

She's also proud of the arc of her character. "I like it when people get that there are layers of vulnerability. Cersei is highly duplicitous and ferocious in her desire to survive. Over the years people have been like, 'Oh, I see she's more than the wicked witch.'"

There are many iconic set pieces, including her favourite death - Joffrey's - but her most-loved scene was with Mark Addy (who played King Robert, her arranged husband, in Season 1). "We had, like, a seven-page, brilliantly written scene, shot in a couple of hours at the end of a really long day. It's because we were both tired and loved it.

It's quite rare you get to see two polarising characters come together and admit there's a kind of partnership - they both hate each other but there's begrudging respect, a theme I think runs in the show, especially with Cersei's relationships with people."

Her other favourite aspect of the show has been watching the younger cast come into adulthood.

She says about Maisie Williams and Sophie Turner, who play the Stark sisters Arya and Sansa, respectively: "They have become not just brilliant actresses but advocates and spokespeople for things that really matter. I'm in huge admiration of using this insane opportunity that we've had and the visibility we've gained to do something important. So, I think that's pretty fabulous."

Surprisingly, one of the biggest challenges for Headey has been the volume of dialogue in Game of Thrones. "You're not really allowed to change any of it. Sometimes you wing it and think, 'Oh they won't know'," but they know.

"So, usually I'm studying or eating biscuits between scenes. There's not a lot of downtime. The guys are out in the fields where there's more downtime while I'm usually stuck in the studio in a controlled environment, which tends to be very quick."

JUST A YORKSHIRE MOM

The intensity means that if she has a day or two off from filming, "I put on my clothes and run back to my family in Yorkshire and we just hang out."

About her family, she says: "My eight- and three-year-old are very funny. We have two new rescue dogs. I don't know what I was thinking!" she pretends exasperation. "We walk the dogs. My son will play Lego for 700 hours while my daughter just tells us both what to do."

Is she planning on watching the final season with the rest of the cast or friends? Again the slight curve of her mouth and dancing eyes which second as a smile for Headey. "The cast is all over the world," and no to the friends too. "Motherhood doesn't allow for a marathon binge of telly that often."

Will her children watch it? She looks gobsmacked. "No! I think I would be arrested if they did."

As we wrap up it's time to hit some of the highlights. Her least and most favourite sets?

"The thrones are really uncomfy, so that's not my favourite. I like anyone's bedroom because there's always a comfy bed that you have to lie really carefully on because the props guys are like, 'Oh, come on I just made it' ," she laughs.

The scene she'd like for Cersei? "I do a lot of sitting and drinking," her mouth twitches, "so I have to bring my own adrenaline to it. I do keep begging for a sword."

And if she had to steal anything? "Weirdly, I would take the hat of the fool back in season 3. I don't know why I had something about that hat I always liked ... if I could steal it but you can't steal anything. Everything is heavily guarded."

Time's up and Headey is already working on producing H is for Hawk, an intimate film dealing with the loss of a father, the purchase of a hawk, and grief.

Is she grieving the ending of Game of Thrones? No. "I'm extremely satisfied with how it finishes. The final season is extraordinary for many reasons - which you will see in the final episodes of Game of Thrones."

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