Agent Carter made its return last week with the two-episode Season 2 premiere. Agent Peggy Carter, played once again by Hayley Atwell, is officially back on the case.

This time she’s in Los Angeles, uncovering the conspiracy hidden beneath a murder case. She’s making new allies, and confronting new enemies, like the cunning Whitney Frost. At the same time, she’s exploring new territory in her personal life, the kind of territory that losing Captain America had made treacherous for her in the past.

How better to understand all of these shifts in Peggy Carter’s life than to talk to Atwell herself? We spoke about these matters, plus Agent Carter’s ties to Doctor Strange, the fullness of Peggy Carter’s life, and the upcoming Dancing with the Stars crossover.

So how are you and Peggy enjoying the new setting of Los Angeles in Season 2?

She's quickly immersed in quite a complicated mission, a lot deeper and darker and more surreal than she initially thought. She kind of goes out there with her eyes open and very excited to embrace it all, but then quickly gets bogged down in the thick of things and she's been realizing that he's no longer actually available, which must hurt her.

Hayley Atwell: The location change is a breath of fresh air, really. She gets to go to a completely different environment, so everything is new and shiny and it's the glamour of Hollywood, and the palm trees and the blue skies and the sunshine. Of course, she's going on the understanding that Sousa has asked her to come over, so she's probably kind of expecting a lovely, warm, romantic welcome from him. That all changes when she gets there, really.

Hayley Atwell: Yeah, absolutely. It's something that was deliberate in the writer's room. We knew that one of the strong points of Season 1 was the tongue-in-cheek humor that Howard brings and that Jarvis brings, and they wanted to strengthen that. Having the backdrop of L.A., which is obviously so bright, the colors change, which then the tone of it changes slightly. We could really enjoy the fun aspect of it. Of course, it all reflects Peggy's internal world, because she's no longer grieving Steve Rogers, so this is a whole fresh, new start for her. She's can smile more and everything can be slightly more tongue-in-cheek because she feels like a new woman.

The season so far seems to have more of a playfulness to it than Season 1 did, and that’s even truer with Howard Stark showing in Episode 3. Do you think the relocation to Los Angeles informed that brightening of the tone?

It makes for great tension and creates great drama, that change of environment, because she's having to uproot everything that she knows and establish herself in a completely different place. That also means standing up to people who don't give her the authority that she's earned back in New York. She's having to assert herself again and use all of her power to make sure that people know her work the way that she knows it.

Hayley Atwell: Yeah, it's great. I think it shows this area of Peggy's life where she's most uncomfortable and out of her depth, which is anything to do with matters of the heart. Also, tensions are ramped up by the fact that the two men that she's attracted to are both in her working environment, because she has to keep professional, which probably is quite exciting and thrilling by the nature of their work and what they seek to do, but also, there's a danger there. She's bringing Wilkes into a situation which is very dangerous and putting his life at risk. Because she's attracted to him, that just complicates things.

I spoke to the showrunners, Tara Butters and Michele Fazekas, last week and they talked about how this season, they're looking forward to getting to play with Peggy's personal life more now that she's worked her way through the grief of losing Steve Rogers. How do you feel about the opportunity to get to play through a new romantic angle, with the introduction of Jason Wilkes? There was certainly a bit of “will they, won’t they” with Sousa last season, but it seems to be spotlighted much more here.

I think, also, the audiences, they love her and Jarvis so much that it was really important to the writers that they take that to the next level with them.

That is not just that she's open to going on a date with anyone, but she does end up finding she's attracted to people that are not the best situational context in which to start a relationship. I think she's open. Her heart's open now and she feels that she's given Steve, and the grief around him, the dignity it deserves and the time it deserves. She's willing to open her heart now. We know from Winter Soldier that she, at some point, marries, so it makes sense that we should be starting to look for that part now, look for something outside of herself that gives her life more meaning.

Peggy seems to take to Wilkes pretty quickly, despite all of the complications you just mentioned. What do you think it is that she sees in him that creates that kind of instant chemistry?

Hayley Atwell: I think first of all, it is character. Peggy always loves the underdog, because the underdog has been through adversity that could've destroyed them but instead has just made them rise like a phoenix. That, for her, has created character. You have Steve Rogers, and it was very important that Marvel felt that Peggy Carter loved skinny Steve. She loved who he was, the character who he was. What he stood for, what his moral compass was. The same thing with Sousa. He suffered a wound in the war, which made him less able than the men that he works around. He's struggling with something and yet despite his personal struggle, he's a man of great integrity and has more integrity and humanity than a lot of the other able-bodied people around him. That's partly to do with there's a hardship that he's had to suffer in his life, and the humility that that brought.

I think, again, it's the same thing with Wilkes. As an African-American in that situation, it would've been virtually impossible for him to have achieved the height that he gets to, and that must be attractive to Peggy because of not only his brilliance of mind and his intelligence, which is appealing to her, but just what it must've been like to have every door closed in his face because of something that was beyond his control, and something that was ultimately wrong. Yet, despite that, he found a way. He found a way to navigate. He's finding a way to make his mark on the world.

Again, you can see very clearly, three examples of what is attractive to Peggy in a man or in a partner, and it's that unshakable integrity in the face of hardship.

One of the other characters being introduced in this season is Whitney Frost, who is in a more adversarial role. In Episode 3, we get to see their first confrontation. I was wondering what your thoughts on Peggy's view of Whitney are? What is Peggy’s impression of Whitney upon first meeting? How does that change when she finds out about her hidden past? How would define their relationship?

Hayley Atwell: Whitney's an extraordinary character because she's so exposed. She has such a public persona, this famous movie star. Yet what the world doesn't see is the apparently genius brain behind it that is hungry for power and is a force of evil. Yet, she's so exposed and people just can't see it. They're blinded by it, by her dazzling star quality. I think she must be a fascinating read for Peggy because this is Whitney Frost who is clearly leading a double life and quite an extreme one. She's a genius on one hand and a movie star on the other, and Peggy, as a spy, is having to lead a double life. Also, it's very, very hard for Peggy to read her because she's an actress. She's charming and she has a tremendous amount of power over people in society. That just means that she's the other side of the coin from Peggy. She uses her powers for evil, and she's kind of on equal terms in a way with Peggy, so she keeps Peggy on her toes.

I think Peggy has a kind of weird respect for her, although absolute need and desire to annihilate her.

Something else Tara and Michele mentioned was the advantage of coming into a second season with a first season already under your belt, meaning you don’t have to lay that groundwork anymore. You doubled or tripled the amount of time you've gotten to play Peggy Carter, thanks to Season 1. Was it very different coming back for Season 2 and getting back into this character with all of that added experience?

Hayley Atwell: It's funny, I fell into it quite quickly on the show this season. I felt that we kind of made some strong decisions about who she was and how she moved and the choices that I was making in her portrayal in Season 1. I felt that I just had to remind myself the basic characteristics that I could bring into Season 2 with her, and then kind of have more fun with it. I felt a lot more relaxed this season and I was taken more by surprise at the story as it unfolded, and as the scripts were given to me.

In the first season, I really wanted to know beforehand, as early as possible, what was happening and what was the arc of the story, and this season I just felt that I could be a bit more present with it. That I'd just wake up in the morning and look at the script and go, "Oh, that happens today. How exciting!" How is Peggy going to react to that? I was able to do it with more lightness of touch really. Again, also because that's where Peggy's at. She doesn't need to prove herself to anyone. She knows who she is so that's a quality that she's taking to the second season.

That was actually a great element, to me as an actor coming in, being that I had already done the groundwork so I could play with her more.

There has already been talk of how Zero Matter is a tie in to Doctor Strange. Also, the showrunners described Agent Carter as the new Agent Coulson, in that she seems to pop up a little bit everywhere and tie things together, like with her appearances in The Winter Soldier and Ant-Man. Putting those things together, do you think there's any chance of Agent Carter popping up in some form in Doctor Strange?

Hayley Atwell: That would be fantastic. I would love that. That's the first time I've heard of using that connection at all. I think that playing Peggy is the gift that keeps on giving. I've been re-employed by the same boss for quite a few years, which is really nice and really kind of rare in this job as an actor. I would fully embrace it. I feel very grateful to Marvel for the opportunity that they've given me in playing Peggy, and the experiences I've had. The people I've come to know through it, it's such a life changing experience really. I'm happy to continue playing Peggy and seeing how many exciting and interesting ways she can be woven into other stories. That's what's great about the Marvel Universe is that it can be ever expanding. They've got such a winning formula now. They know how to exceed expectations, so I really do feel like anything can happen.

I'm just taking each thing as it comes and each opportunity as it presents itself.

Do you find it's an interesting challenge to be playing this character at both ends of her timeline? In Agent Carter she's in her prime, and when you appear in the movies, she's often older, and that means you have already seen the end of her story.

Hayley Atwell: There's something bittersweet about it. To know that she's going to have a long life is great, because it means another season if things do well, that I'm employed for quite awhile, which is really good [laughs]. She's seen the decades of the 40s, the 50s, the 60s, the 70s, the 80s, the 90s, and she dies at the age of 96, having lived through most of the 20th century. That's amazing.

To know that she suffers from forms of Alzheimer's or dementia, there's something very bittersweet and something quite a bit tragic about that. She's such a bright spark and to know that that's how she ...She does seem to say on her deathbed to Steve, "I've lived a full life," and she's able to make jokes and tease him a bit on her deathbed. It's really wonderful to see the end of someone's life as going, "Yeah, she did it. She nailed that life thing. That's really cool." She maintained her integrity and her dignity in the process and was able to have a family, too. It's a wonderful life, I think, that she has.

It has been really exciting now because all these seasons, they're just filling in the gaps of her adventures, that's what she did next and that ever evolving thing. With the writers in regard to the show I'm in, they are so excited by it all that I don't think there's any end to their ideas of where they could take her next. I feel the same.

So one of the showrunners revealed that there's going to be a kidn of Broadway musical number in one of the upcoming episodes?

Hayley Atwell: Did they really say that? Oh, my gosh. I can't believe they said that.

I believe they said it's kind of a crossover with Dancing with the Stars?

Hayley Atwell: Right.

I was wondering what your thoughts on that scene were.

Hayley Atwell: It was a difficult thing because we, as a company, as I call everyone that works at Agent Carter, I did feel like we're part of a company, an ensemble. We like to play tricks on each other and set each other up for falls and pranks a lot. They were teasing us for weeks about this. We're like, "Oh, stop it. Yeah, yeah, ha ha. I'm not going to fall for that." It's all a bit surreal that any of that kind of thing was even a possibility of being written down into a scene.

I don't know what I can really say about it, other than that it's an example of the showrunners taking the show in a very different direction and being not afraid to take risks and find another way to have a lot of fun with it. It's a genre show. We know what the genre is. We know what the audience is, and I think one of the saving graces of the show is that we don't take ourselves too seriously and we're willing to play around with it. You'll see that in the second season.

Agent Carter airs Tuesdays at 9 p.m. ET on ABC.