Certainly Tyrion gets many of the series’ funniest lines. “How would you like to die?” a fearsome warrior asks him in the show’s first season, waving an ax. “In my own bed, at the age of 80, with a belly full of wine” and attended by a woman, Tyrion answers. But Dinklage’s bravado masks Tyrion’s deep well of melancholy; the black sheep of a powerful family, he has been despised his whole life by his iron-willed father and hot-tempered sister, Cersei. In the second season, Tyrion is cast in the unfamiliar role of power broker in the nation’s capital, sent to rein in the excesses of Cersei, now the queen. “It must be odd for you,” Tyrion tells Cersei in one of the first new episodes, “to be the disappointing child.” Dinklage delivers the line not with a cruel, mocking flourish but with a hint of sadness — at the only way he can connect with the sister who never loved him.

Recently Dinklage had to confess to Martin that he had read only the first book in the “Game of Thrones” series. “He looked a little hurt,” Dinklage said. “I felt bad. But no disrespect, I still haven’t read all of Tolstoy.” Dinklage likes being surprised when the scripts come in; when I asked if he really didn’t know all the crazy things that will happen to Tyrion in coming seasons, he shrugged. “I need to know the back story, obviously, to figure out who this guy is. But the . . . front story? Is that even a word?”

The series, which famously killed off the heroic Ned Stark at the end of its first season, is no safe place for an actor. “It is amazing how many more people die,” Dinklage said. “Like, leads. Like, coming up. People are gonna be shocked. They think Ned Stark was something — there’s so many more.” Tyrion, for what it’s worth, seems unkillable. “There’s a lot ahead of Tyrion,” Martin says, and judging from the books, that’s true — so far. Dinklage said he was signed on for six seasons — further into the future, possibly, than anyone besides Martin can see. “Anyways,” Dinklage said, “HBO will read this and laugh, because they own my life. ‘Ha ha ha, he signed that in blood!’ ”

The success of “Game of Thrones” — the show was renewed for a second season within days of its premiere, its viewership increased throughout the season and it was nominated for 13 Emmys — has led Dinklage to attend fan events of the sort he’s never done before. He finds it hard, sometimes, to put himself out in the world after a lifetime spent encircled by his own little Steppenwolves. His rambunctious, witty character helps, and so in a way, he’s acting, even offscreen. “They’re somewhat expecting Tyrion, you know? I mean, they like me, but they just kind of want me to say my favorite lines and stuff.” He laughed. “He’s a great character to hide behind. He’s a large personality.”

During his hiatus from “Thrones,” Dinklage hopes to act in Molière this summer at Bard, under his wife’s direction. He has been developing a script for years, based on the life of the “Fantasy Island” star Hervé Villechaize, with his friend Sacha Gervasi, director of “Anvil!” “He interviewed Hervé right before he killed himself. Sacha was a journalist, sitting here like we are now. After he killed himself, Sacha realized Hervé’s interview was a suicide note.”

What else? “My friend Mark Palansky wrote this amazing script for myself and Catherine O’Hara,” he added, which spun into a discussion of O’Hara’s greatest moments in Christopher Guest mockumentaries. “That’s a true company of loyal people,” he sighed. “They have a home, don’t they?” Do you ever wonder, I asked, how you could get in on that? He brightens. “Maybe working with Catherine will help!”

He hasn’t quite found his own home yet, but maybe his six or seven or eight or nine years on “Game of Thrones” will provide him one. Or maybe the communities he’s building around himself will keep growing until they encompass all New York and Hollywood.

“I feel really lucky,” he said, then added, “although I hate that word — ‘lucky.’ ” When I asked him why, he mulled it over for a moment, looking away. Then he focused back on me. “It cheapens a lot of hard work,” he said. “Living in Brooklyn in an apartment without any heat and paying for dinner at the bodega with dimes — I don’t think I felt myself lucky back then. Doing plays for 50 bucks and trying to be true to myself as an” — here he put on a faux snooty voice — “artist and turning down commercials where they wanted a leprechaun. Saying I was lucky negates the hard work I put in and spits on that guy who’s freezing his ass off back in Brooklyn. So I won’t say I’m lucky. I’m fortunate enough to find or attract very talented people. For some reason I found them, and they found me.”