IT might be the start of July but we all know winter is coming, don’t we? If not in the real world at least on television. Later this month Game of Thrones returns to our screens. And if you’ve seen the trailer you’ll know that Gemma Whelan will be back as the armour-clad, sea-faring bisexual warrior woman Yara Greyjoy.

“There’s a full frontal of my face so there’s no doubt I am in it,” Whelan tells me as she sits in her south London home.

Thursday morning. Early. Whelan is off this week but she’s still got press to do before she can get to her yoga class and make the most of her time off. Soon, she’ll be back at work. She’s currently filming a new Netflix/Channel 4 drama. “Excuse me for swearing. It’s called End of the Fucking World. It’s very dark and very funny. I get to play a detective which I’ve always wanted to play.”

But for now we’re talking Game of Thrones with the thirtysomething actor. Or as much as we can. In other words, no spoilers. She is revealing nothing. Given that Game of Thrones is a show that specialises in cruel and bloody violence, there is probably some awful medieval punishment enacted on actors who reveal anything they shouldn’t. Yes, she says, “absolutely horrendous things will happen".

Has anyone ever tried to bribe her to get the jump on future plotlines? “Not really. I don’t think anyone wants to know. I certainly don’t want to know. I don’t know anything of anyone else’s storyline. It’s something that I try not to ask about and I don’t see all of the scripts. I want it to be a surprise as well.”

What she will say is that, yes, in the wake of the spectacularly gruelling “Battle of the Bastards” in the last season we can expect more sex and violence this time around. “Well, it’s Game of Thrones, isn’t it? Sex, violence, terrible things. Lots of intricate human relationships and drama and politics.”

What about knitting, Gemma? Any knitting this time around? “Oh yes, Yara takes up knitting this season.” She is laughing as she says this. I am not convinced she is being 100 per cent truthful.

Whelan’s star is very much on the rise. Already this year we’ve seen her alongside Jack Whitehall and David Suchet in the BBC adaptation of Evelyn Waugh’s novel Decline and Fall. And she was unrecognisable (and very impressive) playing Karen Matthews in The Moorside, a dramatisation of the real-life events that surrounded the strange and troubling fake kidnapping of nine-year old Shannon Matthews in Yorkshire in 2008.

But it’s Game of Thrones (or GoT if you’re on Twitter) that really made her name. As Yara, Whelan has got to fight and feud and bully her brother (played by Alfie Allan). And yes, there has been blood.

“It’s quite fun to slit throats,” Whelan says. “In season four I slit Anthony Boyle’s throat. He’s now doing very well in the West End.”

Like Yara, too, Whelan has a brother in real life. She’s not as nasty to him thankfully. Well, mostly. “I did once push him downstairs. I’m a terrible sister.”

When was this? Last week? “We were very tiny children. If it was last week I might need help.”

It’s something of a surprise to Whelan that she is even in Game of Thrones. She hadn’t watched it before she auditioned for a part, she admits. She hadn’t thought it would be her kind of thing.

“I would never normally watch what I would consider a medieval drama with dragons. I wouldn’t engage with it. And then you watch a bit and it’s completely different.

“It’s so complicated in terms of the human relationships, the politics. There’s no good or bad. It’s just people who have their own objectives. We can all relate to certain characters.”

And yes, she says, there are also the dragons.

The scale, complexity and sneakiness of Game of Thrones means that an actor can’t know everything about their character straight off the bat. Whelan, for example, wasn’t aware of Yara’s sexuality when she took the part.

“But I wasn’t surprised when I read that. It’s not that she’s a lesbian or a heterosexual. As she says herself, she’s up for anything. A lot of people took to Twitter saying: ‘Oh, typical. Make the strong female character a lesbian.’ But they haven’t. She is up for anything.”

Does that make her job as an actor more difficult though? If you don’t know the whole truth of a character in advance how do you know how to play it? It’s not an argument she recognises. People change in real life as well as on the screen, she points out.

“I suppose in life we don’t know what’s around the corner or who we might develop into or how we might change or what our opinions might be a year from now. Humans in real life develop and so do actors on screen.

“You learn things about yourself. You think: ‘Gosh, I didn’t know I would react in that way. Actually, I can change my mind politically or sexually. There are all kinds of dormant things in us if we are open, I’m sure.”

Infamously, Whelan’s audition for the part of Yara was rather memorable. It involved her – and there’s no sugar-coating this – sitting on a chair pretending it was a horse while masturbating an imaginary man sitting behind her.

Now, that can’t be a normal audition. She didn’t think of turning on her heel at that point?

“No, not at all. I was entirely game. It’s good when you are given a full objective and you know what to do in the room. It never was uncomfortable. It was very matter of fact.”

When it began Game of Thrones was almost as notorious for the sex as the violence of course. So here’s the question, Gemma. Does the show’s taste for powerful women negate its liking of rape scenes and naked extras? Is Game of Thrones sexist exploitation or feminist drama?

“The latter, I think. The women are taking over in Game of Thrones, aren’t they?”

Anyway, it’s not an either/or question, she says. “It’s a drama. I can’t just reduce it to a single pithy line like that. The men are suffering just as much as the women in different ways.

“I don’t think about it too much if I’m honest. I’m just part of a brilliant drama and the writers know what they’re doing and the women get so much powerful stuff to do. I’ve never seen it as a problem. I’ve never thought about it in a beard-rubbing way. It’s never been an issue for me.”

But drama and real life do interconnect, don’t they? Our concerns and fears bleed from one into the other. When it comes to her role in The Moorside it couldn’t be more explicit, given that it’s based on real-life events. The disappearance of Shannon Matthews in 2008 was a huge media story that ramped up when the nine-year-old was discovered under a bed at the home of her mother’s boyfriend.

The series, which also starred Sheridan Smith as Karen Matthews’s friend Julie Bushby, met with strong approval but you wonder if Whelan had any qualms about a drama that took as its source material such recent painful events and a woman who was portrayed so negatively in the media?

“No qualms at all,” she says. “It’s a chance to find another aspect of the story. Also, we as a nation seem to really devour these real-life crime dramas. Little Boy Blue was another fantastic recent example. Three Girls as well.

“Perhaps it’s morbid fascination. Perhaps it’s about finding a new angle. Or ‘let’s just see some fantastic drama'.”

She prepped extensively for the role of Karen Matthews who had seven children by five different men over nine years, was diagnosed by psychologists as “emotionally vulnerable” and who was jailed for her part in the fake kidnapping. Matthews has since moved away from Yorkshire and assumed a new identity.

“I couldn’t meet her obviously. I think you have to find some empathy with every character you play or some way into how they might think.”

She points out that Bushby and other women from the west Yorkshire estate that was at the centre of the story were on set during the filming and consulted extensively. “Certain things were fundamentally changed after speaking to the ladies,” Whelan points out.

“I was so nervous when it came out but it was met by a lot of positivity and people said they had found a new empathy because before they had just believed she was evil full stop. And, of course, it was a much more complicated case than that. And she was far more complex than that.”

Gemma Whelan’s own story has a picture book simplicity in comparison. She was brought up in Headingley in Leeds, an actor in waiting all her life, she says.

“There’s lots of cinefilm of me waving at the camera when I should be washing the car. I went to ballet and tap lessons. I put on plays at Christmas and forced my little nephews to play parts from Just William while I was Violet Elizabeth Bott.

“It was a huge part of growing up and I guess it’s not a surprise that I tried to pursue it as a career.”

Her parents Sue and Gerard were supportive. But then it was in their blood too. “They actually met during amateur dramatics,” Whelan says. “They were doing Desire Under The Elms at the Birmingham Crescent Theatre.”

Gerard, who died last year, was a corporate communications manager. Sue was a teacher and a secretary and both encouraged their daughter as an actor but also pushed her to get her A Levels and train to be a yoga teacher just in case things didn’t work out.

That wasn’t something she was going to let happen. There was clearly a huge drive to succeed in Whelan. At one point, she says, she was working six part-time jobs to get through a postgrad at a musical theatre college. “I used to get up at five o’clock in the morning and make all the Paninis for the Student Union before going to my ballet class at nine. I can make a really mean panini.”

Those days are behind her now. But what’s striking is that, at first glance, little in Gemma Whelan’s CV would suggest she was an obvious choice for either The Moorside or Game of Thrones. If anything a career in comedy seemed to be looming. Her imdb listing is full of sitcoms and TV comedies (Uncle, Morgana Robinson’s The Agency, and Upstart Crow) and Edinburgh shows.

And then there’s her comedic alter ego Chastity Butterworth, familiar to Edinburgh and Radio 4 audiences as a potty-mouthed Mary Poppins; all posh vowels and scatology.

Indeed, it was while auditioning for a BBC sitcom Threesome that a casting director told her he might have something else she might be interested in. That was Yara. So it was happenstance really, she says, “being in the right place at the right time in a comedy casting room.”

Not that she was hopeful that the makers of Game of Thrones would go for her. “Me and my agent were like: ‘it’s a massive HBO drama. There’s no way I’m going to get this. But it’s great to be in the room. I think there were 70 girls going up for it. Sometimes when you think you’ve got no chance it can be very relaxing.

“I always wanted to do drama and comedy. I’d seen people like Olivia Coleman do it and she’s one of my idols so I thought it’s possible.”

It is indeed. Gemma Whelan has proved herself an actor who can turn her hand to anything; simulated masturbation, throat-slitting, complex portrayals of damaged people. What does that make her? An actor I guess. She’ll get through the winter. As for Yara, well, watch and find out.

The new season of Game of Thrones starts on July 17 on Sky Atlantic at 9pm.