"I got rejected from every graduate school I applied to," she told Catie Lazarus during her " Employee of the Month " podcast in 2016. "I really thought highly of myself. I applied as a playwright to Yale, Juilliard and NYU and just got like a universal, 'No thanks.'"

But even though 34-year-old Gerwig has already made history, her journey to success has not gone exactly as planned. In fact, after graduating from Barnard College in 2006, Gerwig applied to masters programs and was rejected — by all of them.

This year, director, writer and actress Greta Gerwig became the first woman to earn an Oscar nomination for a directorial debut .

Gerwig tells Lazarus that she has reread her application since and still stands behind her work.

"I recently went back and read the play that I had submitted and I thought I was going to have that thing where you look back at something you wrote and you think, 'Oh this was terrible. I understand.' And I still thought it was pretty good," says Gerwig wryly.

"It was funny! It was a play about Kant and Newton as 13-year-old boys trying to date girls and debating the nature of space, and it's really funny. I don't know, I think they made a mistake."

Even though she jokes about deserving a spot in one of these prestigious programs, the string of rejections turned out to be a blessing in disguise for Gerwig.

Instead of enrolling in graduate school, Gerwig began acting in low-budget independent "mumblecore" films such as "Hannah Takes the Stairs" and "Baghead." In 2008, Gerwig starred in and co-directed "Nights and Weekends," a similarly low-budget project.

Through these experiences, she gained the skills necessary to be a successful director and says that being an actress was her own "DIY film school."

"I've wanted to be a writer-director for a long time but because I didn't go to film school, I sort of did it on set," she tells Jimmy Fallon. "When I was acting or co-writing or producing I was figuring out how you get a movie from page to it being released."