It has been said that Wendy is based on a woman named Ann Wolbert Burgess. Did you meet her?

No. When I started the book, I realized, “Oh, she is probably Ann Burgess,” but we took it so far away from her that I think it would do Burgess a disservice to say that. It’s just a completely different character.

Wendy shows very little outward emotion. The strong, impassive type is relatively common among male actors, but we don’t see that so much from actresses.

What I find fascinating is that when you’re an actress, you don’t even realize that the majority of the time you end up carrying the emotional weight of whatever scene you happen to be in. If someone’s going to cry, it’s going to be the girl. If someone is emotional and having a meltdown, it’s going to be the girl. And so you end up getting really good at it. Not even getting good at it — it’s just the expectation, so that’s what your instincts end up honing. All of a sudden to be in the skin of this woman who is just so dry … Anytime I showed a flicker of something, especially in the beginning, David would be like, “Please, pull it back.”

How much of it was in the script?

The writers do a beautiful job but, there aren’t a lot of physical directions. We do have the luxury of rehearsals. One of my favorite scenes is the first time Kay and Wendy sleep together after they’ve been on a date, and the aftermath of that. I really love that scene, and [the director Andrew Dominik] gave a couple of gorgeous, playable character notes.

Do you feel the emphasis on understatement when playing Wendy reflects the series’s general approach?