Congratulations on your nomination.

Thank you. It’s a tough category. I feel like there are so many great actresses and it’s an honor, but I wish they would just nominate and no one had to win. You know what I mean? Comparison is just the thief of joy.

In some strange way, the role of Peggy seems a natural for you.

It doesn’t happen very often like this, but [the writer and showrunner] Noah [Hawley] and I had our meeting, and as I left his office I was like, “I think that this is mine.” And on the way home I called my agent, and my manager called me, and they were like, “It’s yours.”

What do you think Noah saw in you?

I said something about style, like “a little goes a long way,” and he was like, “Oh, that’s Peggy for me.” And also my roots. My grandma, who has passed now, was from Minnesota. She didn’t really have an accent but she had a Midwestern quality about her, and she grew up on a farm. So it’s in my wheelhouse.

To quite a few viewers, Peggy was at once lovable and terrible. How did you see her?

Now that it’s over and edited and I saw the show, I think that she’s someone that just lives totally on her own planet. She probably should be on some meds. She’s a victim of the time and she’s trying to break boundaries, and I think she thinks she’s invincible.

A small-town woman trying to get out, or just plain unstable?

I think this situation of hitting the guy sends her over the edge. Because she’s just about to enter this precipice of going to Lifespring and doing all these things for herself, and then this happens and totally derails her plan. But she thinks she can still get away with it all — and she is getting away with it for a while, so I think it’s kind of a weird high. She just keeps looking forward and doesn’t see things very rationally.