Securing her first major role in Matthew Vaughn’s explosive Kingsman: The Secret Service, Sophie Cookson’s arrival saw her burst straight out of drama school and onto the screens of film fans worldwide; a rapid rise beyond her own comprehension, the part put her alongside the likes of acting heavyweights Colin Firth and Samuel L. Jackson and she’s soon to star in the film’s second rising – Kingsman: The Golden Circle lands this September.

Undeniably a male-heavy cast, before her next foray into the world of undercover espionage, she will star alongside Naomi Watts in new psychological thriller Gypsy, a Netflix project written, directed and starring a predominantly female task-force.

The series sees Cookson take on the role of Sidney, a mysterious character and the focus of obsession for Watts’s Jean Holloway, a psychotic therapist who develops dangerous and intimate relationships with the people in her patients lives. Ahead of the show’s release, we sat down with with Cookson to find out more.

Do you want to start by telling what attracted you to the Gypsy role?

I mean it’s very rare that a script like this comes your way, and I think when you’re not working you hope that there’s a script somewhere out there that can speak to you, that you can click with, that you instantly want to be part of. As soon as I picked up Gypsy it was that script. Sidney is the same age as me, and it’s the first time I’ve ever played anyone my own age, and she’s just going through that thing which I think is quite typical of a 26 year-old, that kind of quarter life crisis; when you’re changing and really becoming the person you’ll be.

And how did you prepare for the role?

Sidney’s main passion and drive in life is music. She’s completely obsessed, Stevie Nicks is her icon; she’s even named her dog Stevie. So for me it was really getting a kind of feel for the music she likes. You know very little about her, there’s no real background story, so for me it was working out the kind of person she is, her interests: Fleetwood Mac were on repeat along with The Velvet Underground, which is a pretty good research topic.

She sings in the first episode, was that actually you singing live?

That was us in a studio before. We did some live takes as well which were so scary, I mean, I’ve always sung, but singing in front of a crowd of people, in that kind of setting is very empowering but terrifying at the same time, especially in the short shorts that Sidney has to wear!

Have you ever had to do anything like that before?

I used to do musical theatre when I was younger, but I think that’s such a different thing. It felt much more exposing, especially if you’re coming in it like, “This is Sidney’s song that Sidney has written”, it becomes a very personal thing. But it’s incredibly liberating once you get into it.

Do you think there’s a career in music in your future?

Oh gosh, that’s a big question! I’m always game for trying anything, so yeah, why not? Bring it on.

Amazing. And what did you find most challenging about the role?

I think Sidney is the ‘femme fatale’ in this – she is the person that lures Naomi Watts’s character almost away from her husband, her life – so to play the red flag is a very difficult thing. As soon as you start trying to play this alluring, sexy creature, then it’s very boring to watch, so it’s about finding other ways of creating this mysterious character. I was also very conscious that she could seem unlikable because she lies a lot, so she’s not necessarily trustworthy. To make sure people saw both sides of it was really important to me.

What was it like working with Naomi?

Err, dreamy? She’s such a babe and she’s so much fun to work with, just such a pro and so generous. The relationship we have in the show is so intense, you really don’t know where it’s going to go, so I think for both of us it was a real trust exercise. I mean, our characters have this cat and mouse relationship. It was so much fun, she’s the best.

You had some, as you said, intense and intimate scenes with her, how were they to film?

A lot of fun! It’s a very female driven show so it felt like a very safe place to express raw stuff. When you’re so wrapped up in the character it really isn’t an intimidating thing, which I thought it might be, because it’s so a part of who both of those characters are. The show as well is exploring sexuality and how you define yourself. It wasn’t something that phased me, it was a crucial exploration of the characters, it was never gratuitous.

On that, female, note, you also had Sam Taylor-Johnson directing. It must have been quite refreshing to have a strong female team collaborating on a project, given how male orientated the industry can be?

Yeah, it was amazing; I’ve never been on a set with that many women before. We have Lisa Rubin – the show’s creator – who’s just a genius, then we had Liza the producer, three out of five directors were female, a really heavily female cast, and Naomi’s part would probably traditionally be played by a man, so it’s flipping the whole thing on its head and just having that really strong female unity. Of course, the men in the show are equally important, but it was nice having a different energy on set.

Do you think the film industry has a responsibility to make sure these female led shows and films are pursued more?

Absolutely! I feel like we’re getting there, but it’s like Jessica Chastain was saying at Cannes the other day, she wants to see the women that she sees in her own life on screen. I feel like we’re making progress, but we absolutely do have a responsibility as artists to reflect the world around us. Half the population is female, so we need to reflect that.

How does shooting TV compare to shooting film?

We shot sequentially, which was interesting in itself because we’d only have two episodes at a time. With a film stuff might change, but ultimately you know your arc, whereas in Gypsy I had no idea where Sidney was going, so it was that thing of always making sure that you keep all of your options open, especially with someone like Sidney who can go anywhere. So that was interesting, and just the rate at which we filmed as well was a lot quicker. You could film seven scenes a day as opposed to two on film sets. Having fresh energy, having new directors come in, it can take a while to build up a similar language with your director; that was really intense, learning to communicate quickly how I work, and learning how someone else works. You have to get better at building a rapport quicker.

So do you feel like you took a lot away from the experience in general then?

Absolutely, very much. It was really nice being immersed in New York for that long, and really trying to live like Sidney does. Even though we have similar character traits, our lives are very different. The whole experience was very informative, and super fun as well; I got to do amazing stuff. I always try to pick jobs that challenge me, where I can pick up new skills. The whole singing in the band thing was awesome, and working with Naomi…who could ask for more?

Aside from Gypsy, what other projects do you have coming up this year.

Well we’ve got Kingsman 2 , out in September, so I’m excited for everyone to see that. I filmed something last year called Ashes in the Snow which is set in Lithuania in the 1940s, a true story about when Russia invaded and deported Lithuanians to Siberia. I filmed that this time last year which was super intense, but it was really amazing, it was the first time I’ve been involved in something where I’ve felt a real sense of social responsibility to tell a story. It was an amazing film to be a part of, and filming in Lithuania and all of the background artists only got made independent in 1991; it’s such recent history. All of the background artists have direct stories with what happened, so that was a really special thing to be a part of.

So long term, what’s the dream?

I don’t know, I kind of stopped having long term goals because everything that has happened to me so far has been a complete surprise. Being in Kingsman just a few months after drama school was not part of my plan. So I think for me it’s to keep being challenged, to keep working with new people, to keep learning new stuff. I like being surprised; going with the wind can be a good thing. As soon as you start saying, “Well in two years I want to do this and in four years I want to do this,” you drive yourself crazy. Especially in this industry where you really don’t know; there’s no structure.

Gypsy joins Netflix on 30th June.