From first-time show creator/showrunner Lisa Rubin, the 10-part Netflix series Gypsy is a psychological thriller that follows Manhattan therapist Jean Holloway (Naomi Watts, in a haunting and haunted performance), whose seemingly idyllic family life is not what it appears on the surface. And as Jean begins to develop intimate relationships with the people in her patients’ lives, blurring her professional life with her personal fantasies, she descends deeper into a world of desire that threatens everything that she’s built at home.

During this 1-on-1 phone interview with Collider, actress Naomi Watts talked about the appeal of Gypsy, why she was drawn to such a complex and complicated character, making Jean as human as possible, the questions they wanted to explore, and being open to doing another season. She also talked about her work in the return of Twin Peaks, how much fun it was to reunite with David Lynch, after doing Mulholland Drive together, why actors are so willing to trust the filmmaker, and what she likes about the way he directs.

Collider: When the possibility of Gypsy came your way, was it something that you were immediately intrigued by, or did you need some convincing to take this on?

NAOMI WATTS: I just wanted to know where it went. I read the first episode and felt immediately intrigued, in that this was a fascinating exploration of one’s identity. If there’s any repetitive theme in the work I choose, I would say that that’s definitely high on my list. I like that she was wanting to reinvent herself and escape from what looks like, on paper, a fantastically charmed life, and yet it’s not enough. It’s almost suffocating her. She has to do very self-destructive things to feel alive again. I think we’re all capable of having dark thoughts and desires, but we don’t all act on them. I liked the fact that it was a cautionary tale, where we could sit at home and enjoy watching a person go on that journey, but feel safe in our own environment.

This is Lisa Rubin’s first TV series, and she’s the creator, executive producer and showrunner. What was it that sold you on her and made you want to take this journey with her?

WATTS: I had this meeting with her and it was really powerful. She’s an incredibly smart young woman. I didn’t read everything, but there was a bible available with an outline of the episodes to come. I just was really sold on that meeting. I thought it sounded really great and I wanted to do it.

Was there anything that you specifically wanted to bring to this character to make her as human as possible?

WATTS: I like that you go back and forth, from a place of judgement and forgiveness, and even rooting for her. She’s not an ill-intentioned person. It’s just that she gets to a point where she’s caught in these lies and she has to keep telling them, and they get worse and worse. I wanted to make sure that she was human and not this hideously shallow person. She needs to feel alive and does so by creating other versions of herself. I liked that we are forced to shift from good feelings about her to negative ones, too. That makes it more interesting to play. I don’t want to say, “Oh, this character has to be likeable.” We’re not always likeable, at all times. We don’t always do just good things. But she’s not pushing people in front of trains, she’s pushing boundaries. Yes, there is an unethical side to her, but I think she really did start out with the best intentions. It just went wrong.

How did you feel about Jean when you first started reading these scripts, and by the time you go to the end of her journey this season, did it change how you had initially felt about her?

WATTS: Yeah. I felt like, “Oh, no, she’s doing that!” You can judge your character, even when you’re playing her, but it makes it fun.

This is a woman who seemingly has a perfect life, with a loving husband and child and a successful career, and she’s putting all of that on the line with her very risky behavior. Do you see her as somebody who’s going through a mid-life crisis, or would you describe it as something else?

WATTS: What I like about this show is that there’s no labels attached. You don’t have to label every situation. But yes, it would seem that way. I’m in my mid-40s and she is, too. It’s very much about what she’s been through and that panic that sets it, at this point in your life, where you have instant fears about whether you’ve done all of the stuff you wanted to do and what you do with the rest of your life, going forward. Those are questions that come up, at this point in the lives of everyone I know, and with all of my contemporaries, but people experience it in different ways. I’ve got friends whose nests are emptying and their kids are going off to college, and they’re trying to figure out what they want to do with their lives now. It’s a big time.

The female characters in this are not objectified, and they very easily could have been. With subject matter like this, was that important to you?

WATTS: Yeah. Jean is definitely not a victim, in any way, and that was very important to Lisa. There are certainly stories with the damsel in distress, but she’s definitely not that. She’s quite the opposite.

The end of the season feels very open and like there could be many more stories about this woman. Is she someone you’d like to follow a bit more?

WATTS: Yeah, I could be open to it, definitely. I had a good time with her.

While the end did feel open, it also felt like I’d have absolutely no idea where things with her could and would go next?

WATTS: I don’t know either. She’s obviously in a lot of trouble. She’s made quite a mess.

What did you most enjoy about playing this character, and what was the biggest challenge in living in her world?

WATTS: I’m not completely on board with a lot of the decisions she made, but it’s fun to shift from a place of judgement to forgiveness. I learned a lot on this whole thing, working at that high level of speed and volume. I’m basically in almost every scene. That was interesting for me. You have to stay on your toes, at all times. She was definitely not boring. I always worried that sticking with a character would become boring. I didn’t know how you’d sustain it, but I liked that she was going in and out of these different worlds that were vastly different. She’s constantly having to give to the world this version of herself that she thinks she’s supposed to, and she’s so highly trained in that way of thinking that she’s lost herself. She can’t remember, so she’s using other people to rediscover herself.

You’ve been so terrific on Twin Peaks. Was it intimidating to join such an iconic TV show, knowing what the expectation would be, or did your previous working relationship with David Lynch help reassure you, in that sense?

WATTS: Oh, yeah! I wasn’t really thinking about that. I was thinking about how fun it is to be in the room with David again and get into that world that he creates. There’s no other world like it. When you’re with him, it’s just so fun.