When Maisie Williams and Sophie Turner, who play Arya Stark and her sister Sansa in Game of Thrones, were filming the final series of the epic TV drama in Northern Ireland, they would head to their hotel after work armed with a Tesco meal deal and get cosy in the same bed, like best friends on a sleepover, every single night. Sometimes they’d ring Philip on reception and send him back to the shop for chocolate, “and then he’d come upstairs and we’d all have Cadbury’s Buttons together,” recalls Williams, 21, smiling so sweetly at the memory I wonder if she realises how much it sounds like the start of a soft-porn film. She probably does, given the past decade has effectively trained her in the shadows that can lurk beneath innocent exterior; her character progressing from cute little sister to ruthless serial killer (of 64 victims). Although, as Williams puts it cheerily, because Arya only kills the baddies who really deserve it, “She’s the serial killer everyone’s rooting for.”

We meet in east London, not far from the Shoreditch office where Williams now runs a digital startup company called Daisie, to rhyme with her nickname (her real name is Margaret, but her family noted her likeness to the Perishers cartoon character when she was tiny). Filming on the HBO juggernaut has finally finished; it has dominated her life since she was a Bristol schoolgirl who nearly missed the audition, which clashed with a class trip to a pig farm.

Set in a medieval fantasy land of lust and treachery, Game of Thrones has become an unprecedented global success, winning 47 Emmys and giving Williams all the trappings that come with such fame – 8.4m followers on Instagram, fashion sponsorship deals and paparazzi pursuing her down the street when she holds hands with a boyfriend. None of which seems to suit her. She is friendly and co-operative, even exuberant at times, but I get the sense all this sits oddly on her young but slightly weary shoulders.

‘Arya is the serial killer everyone’s rooting for’: Maisie Williams. Photograph: Jason Hetherington/The Observer

“Recently, I’ve had a chance to just live my life rather than living my life in front of people, and then telling them about it, you know? I feel like that’s basically how I spent my adolescence. I was living the life of an actor and then talking about it, but not actually ever feeling like I had lived a day in my life.”

She says she used to get really drunk on the first night of her weekends off, then feel so awful for the rest of the weekend it wasn’t like she’d had a break at all, “so I’ve stopped binge drinking now.”

She grew up in a family of four kids, with a mum working in university administration, who had split up from her dad and remarried. She recalls an interview for Game of Thrones when she was only 13, which took place over the phone while she was sitting in her living room. The journalist asked her if Arya was a feminist, “and I got off the phone and said, ‘Mum, what’s a feminist?’ She gave me a brief explanation and I was confused, because I said: ‘But isn’t that just the way that people think?’ My mum was like, ‘Unfortunately not.’ I’d always known my mum as an absolute god who worked hard and did what she wanted, and my stepdad treated her like that, too.”

I feel terrible that a child was put on the spot like that by a journalist. Did she bluff her way through and pretend to know? “Yeah… I thought the word must mean something to do with women, and I knew Arya was a strong female character, so I said: ‘Oh yes, she’s a strong female character,’ but I was guessing.”

‘This is my life. I’ve given up school for this…’: Maisie Williams in season eight. She first appeared, aged 12. Photograph: HBO

I am reminded of this later when I ask her what her favourite murder to commit on screen was. I mean, come on, after the first 60 you must start to enjoy it. She thinks briefly and then says, “Meryn Trant”, which is understandable since he was a particularly vile chauvinist who had already attacked her sister and was, at the time of his death, sadistically beating three vulnerable young girls. One of the girls turned out to be Arya, who stabbed him in the eyes. I can see why that was her best one, although that’s not Williams’s reason.

“I had turned 16 then,” she explains, “so I had just started being able to work adult hours. When the scene ran over, we were able to stay overtime, rather than me having to stop filming and pick it up again the next day. Every time they went overtime, they ordered pizza. We’re talking a crew of 100 people, so this is a lot of pizza! And I was wearing that little nightie, and going, ‘Is the pizza here?’ and they were going, ‘One more take and you can have pizza.’ I’d be covered in blood, and there was blood all over the dagger in my hand, and then I’d be stomping outside for a piece of pizza, gnawing on it. And I remember thinking: ‘Wow, this is my life. I’ve given up school for this,’ and just thinking it was the coolest thing ever,” she says. “So that was a fun death.”

Now, whenever I think back to one of the most disturbing things I have ever seen on television, I will instead imagine a child gnawing away happily on a pizza. Williams does not have any GCSEs: she was predicted to gain high grades, but didn’t have time to sit them and her family decided that this was an opportunity she would never get again. She has acted in other TV shows both during and since finishing Game of Thrones, and will soon be playing Wolfsbane in The New Mutants, a Marvel superhero film that will be the final instalment of the X-Men series.

“It was really comfortable getting to wear modern outfits with buttons and zips, after the half hour it used to take me to get tied into Arya’s medieval clothes every morning,” she says. “They’d be like, ‘Five minutes!’ and I’d be in my dressing room going, ‘Woah, I’m gonna leave it another two,’ just for the thrill of it.”

‘I’m not a whizz-kid. I have to go into scary tech meetings’: she has launched an app called Daisie, which now has a staff of 17. Maisie wears pvc blazer and logo necklace, both by chanel.com

She’s also about to start a film called The Owners, about a group of young delinquents who break into a house, but are surprised by the elderly owners turning the tables on them. She describes it only as “a 1990s home invasion thriller. You’ll have to watch it and find out what that means. It’s really cool and I’m really excited to do it.”

Williams has been drawing and painting a lot in the past six months, and writing song lyrics, sometimes grabbing her phone to write them down late at night when inspiration strikes. She says she’s the Bernie Taupin, “and I’m basically looking for my Elton John, so he can write the melody”.

Then there’s her business, Daisie, a showcasing and social networking app to help creative people get their work seen by the industries they long to work in. “Trying to get your foot in the door, trying to meet someone who knows someone – to do any of that when you have absolutely zero contacts can seem impossible.” It’s an admirable thing to do, I think, and rather amazing that she co-founded this while working on Game of Thrones, and now has 17 staff in her office, where she arrives at 9.30 every morning and makes herself coffee.

“And then someone will say to me, ‘Hi, how was your evening?’ ‘Yeah, it was good, thanks.’ ‘Watch Game of Thrones?’ No, I’m kidding, they don’t. But I love having a routine. Even while I’ve been on this photoshoot today, I’ve been on Slack, trying to decide where we want this special feature to add content on the app. I’m not a whizz-kid and I have to go into scary tech meetings. I’m learning a lot. I sometimes find myself in very grown-up situations and I’m like: ‘Who thought this was a good idea?’ But if there’s one thing Game of Thrones taught me, it’s how to pretend! No, I joke, really.”

‘I sometimes find myself in very grown-up situations’: Maisie wears dress by McQ, alexandermcqueen.com

The app soft-launched last year and is relaunching around the same time Game of Thrones airs its final episodes in a blaze of glory. There is some fan speculation that Arya Stark is already dead and has been bodyswapped, a piece of gossip she describes as “kind of crazy, even by our standards”. Well, it has convinced me. I mean, we didn’t actually see Arya kill the Waif, did we? The light just went out. She looks at me enigmatically, saying nothing. She says she wanted to be in series one to eight, and she will be, though she can’t reveal if she is in the final episode.

I’m still worrying about this child star business, though. At a time when shows like Love Island are reeling after the death of more than one participant – young people who had entered the show as nobodies and came out to huge fame, for which they seemed ill-prepared – this is a real concern. On the day I meet Williams there is a story in the papers that Greta Thunberg, the 16-year-old Swedish schoolgirl leading the climate change strikes, will be nominated for a Nobel peace prize. I wonder how Williams, who has spoken out for environmental causes herself, feels about this latest sudden deification of a child.

“Reporting on a good cause is one thing,” she says, sagely, “creating a teen idol is another. I think sometimes that line gets confused. It’s always reported as ‘this girl is so cool’, when it’s just that she has a really interesting point to make. It morphs into pop culture, and the point that the person is trying to make can then leave their control.”

Williams talks about fandom almost as if it were a country of its own. “There is just this ownership of people that I think fandom can sometimes feel…” She pauses, clearly worried about her own fans’ response. “It’s hugely supportive and it’s only ever to admire who it is that they are a fan of, but if we’re going to talk properly about the human race, I don’t think anyone is supposed to know how to deal with celebrity. I don’t know that there’s anything that can be done, but I think understanding that it can drive people insane is the first step. Amy Winehouse said it herself, she said: ‘I don’t know what would happen if I got famous, I think it would drive me insane.’”

‘If this show is the best thing I do, I didn’t do too bad’: Maisie wears dress by givenchy.com

She would like a career like Olivia Colman’s, with a lovely late surge. She was thrilled to see her winning an Oscar and looking like “a real person. Because I am so over it, I’m so over going to the cinema and seeing… I want to watch movies with real people, I want to see faces that are a little rough, not airbrushed. Otherwise I just sit in the cinema and feel bad about myself.”

Williams insists she was always well protected by the Game of Thrones producers. “But it does feel like we never learn. I still see ignorant comments and I see it happening again with younger stars on other productions, where publicists actually want to create the media storm [around] child stars. I feel like I personally have to remove myself, because I had a taste of that sort of fame with this show and I made a vow to myself: I do not want that. My agents say things to me like, ‘We’ll raise your profile’, and I don’t really understand what that means because to me it sounds like getting a whole lot more famous, which is something I’m not interested in. If this show is the greatest thing I ever do, I did OK. I didn’t do too bad.”

Shirt, valentino.com; PVC blazer and logo necklace, both by chanel.com; dress by McQ (alexandermcqueen.com). Hair by Richard Scorer at Premier for Harington’s using L’Oreal; Makeup by Emma Day at The Wall Group using Chanel; Digital Operator Andrew Mayfield; Photographer’s Assistant Liam Bundy; Fashion assistant Penny Chan.

The final series of Game of Thrones begins on 15 April on Sky Atlantic and NOW TV

Fashion editor Jo Jones; hair by Richard Scorer at Premier for Harington’s using L’Oreal; makeup by Emma Day at The Wall Group using Chanel; digital operator Andrew Mayfield; photographer’s assistant Liam Bundy; fashion assistant Penny Chan