Scott Frank’s Netflix series Godless focuses on a bitter rivalry between a pair of male outlaws, but it’s the women who steal the show. Specifically, one woman: Merritt Wever’s Mary Agnes, the widow who, after the deaths of almost every man in the Old West town of La Belle, takes to wearing slacks, carrying a gun, and striking up a relationship another woman.

For the role, Wever, best known for playing the impressionable Zoey Barkow on Nurse Jackie — and for her brief, excellent Emmys acceptance speech in 2013 — transforms into a swaggering, wisecracking force of nature, who nevertheless reveals a certain sweetness, and even shyness, under her harsh exterior. Wever related to that hidden reserve, and told Vulture that she didn’t feel confident at all while playing Mary Agnes — not that it shows onscreen. In a phone interview, Wever talked about how she used her own uncertainty as a way to understand Mary Agnes, what it was like to shoot on location in New Mexico, and why she keeps watching one scene over and over.

When you first read the script for this very Western series, what was your response?
Intimidating. I worried about pulling it off. The script that I saw when I first signed up for it was Scott Frank’s feature script. Mary Agnes just appeared in a few scenes and I had to wait a couple months for Scott to finish translating it into a limited series. I don’t think the stuff with [Mary Agnes’s girlfriend] Callie was in there. I didn’t really know what her story was going to be.

I was very surprised and curious and worried that they thought of me for this to begin with, but I’m very grateful for it. I don’t know what Ellen Lewis, the casting director, was thinking, but I’m very grateful to her.

Mary Agnes can be very abrasive. How did you find a way into the character?
I didn’t want it to be easy for her to be tough. As much as she struggles with the circumstances of her world and the people in her town, I think she’s also struggling with herself. I didn’t think that I could play her as being slick and cool and tough and confident. I felt really self-conscious about that, and didn’t think I’d be believed or believable doing that anyway. So I tried to find all the ways that she could be more than just that, which I just translated into finding the places that she was vulnerable or insecure, or that her toughness was masking something. That was born of me feeling like I couldn’t pull the alternative off. But also, as actors, that’s what we do. We look for the things that are going to make it harder for us to play.

There’s an Old West archetype of rough-edged liberated women, like Robin Weigert as Calamity Jane in Deadwood. Were there any models you looked at?
I was trying to find my own way in. I assumed that to look at other people’s performances sounded like a big mistake to me. It was tough, because we shot hundreds and hundreds of pages of epic, sweeping, complicated story. Whenever you shoot a film, you’re likely shooting out of sequence, but when you’re covering so many hours of story, it becomes difficult to track things. I found myself making discoveries on week nine that I really was kicking myself over on and wishing I’d known on day one. That’s just the way the cookie crumbles.

You all went out to New Mexico to shoot the show. What was that like?
It was beautiful there, I’d never been. We were staying about an hour away from where we were shooting, so all the ladies of La Belle would pile into a van and drive out into the middle of the desert to this real town that they built. I think it’s still there and is being used now as a set in other people’s Westerns. It might have been the largest town built in New Mexico for production purposes.

You had to learn how to shoot and handle a gun. What were those lessons like? Had you shot a gun before?
I hadn’t. I held one for another job, but I’d never shot one. We had a great teacher, Joey Dillon. When we had downtime on set, we’d go to firearms school and pretend to feel confident with it. I had never shot a gun, and it’s not a part of my world. I think the satisfaction came most from being able to give the film what it needed to be, as opposed to having fun handling the gun.

In a few scenes, we see Mary Agnes in the flashbacks before the men in La Belle died. She’s in a dress and has a very different presence. How did you play both sides of her character?
Mary Agnes is just in the background for those flashbacks. But I remember, and I laughed it off on set on the day, feeling intensely uncomfortable and almost ashamed, like I was betraying her or sacrificing her dignity after playing her the way she is in the present. To go back and put on the dress and the hat felt so horrible, honestly. I really didn’t like those days. It sucked because I wrapped on one of those days, so I said good-bye to the version of Mary Agnes that I don’t really know.

Mary Agnes’s relationship with Callie fills in a lot about her character. What was it like working with Tess Frazer?
It’s the same as the way I approached the rest of the character. She’s not as tough as she looks and she’s still very guarded and very defensive. She wants love and wants to be in relation to people very badly, but it’s not easy for her to get that from people.

Mary Agnes has a very particular stance and a swagger.
I didn’t do it on purpose. I had to find some way to bring toughness and swagger to her. It’s just how it came out … and I feel so bad during these interviews! It’s hard enough to do the work, but the part of the job that’s talking about the work, I’m not always so good at that.

The show has these big set pieces and a huge Netflix budget. What was it like to shoot that epic climax?
It was impressive. I also believe that Michelle [Dockery] and I had the best gig in the battle, in that we were up on the roof. It was a great vantage point and were were also saved the dust storm that was created by all the horses.

How many days did it take to shoot the battle? How often were you on the roof together?
They didn’t bring us in if they didn’t need us, but that battle took a while. It’s really impressive. Our DP Steven Meizler, he’s really something. I’m very honored to have gotten to work with him in particular. We were up on that roof for a number of days. A number of days.

The series really leans into this affected, old-fashioned Western dialogue. Do you have a favorite Mary Agnes moment or line?
I’m just thinking back myself. I spent so much of this shoot thinking I would come off as a fool, that nobody would buy me as this and it wouldn’t be believable.

Why not? Did you not feel like you had her confidence?
Yeah, I was feeling the opposite of Mary Agnes, on the outside at least. I just didn’t know. I felt like the opposite of confident and strong, and maybe that’s one of the selfish reasons why I wanted to bring other things in there. It was often physically and emotionally painful to pretend to be so strong during that time period, when I wasn’t feeling that way.

You asked about a favorite Mary Agnes thing. I can’t think off the top of my head of something that was my favorite thing to do, necessarily, and I haven’t watched the whole thing with eyes wide open. But I have a couple times found myself going back to the last episode, her last scene in the cemetery, watching that a couple times and not really knowing why. I think it’s because I realized that I miss her and I care about her and I want to know if she’s okay. I keep thinking that I’ll somehow get a clue, that I’ll watch it and somehow I’ll be able to glean where she’s going and what she’s thinking and how she’s feeling. I think it’s really that I miss her and I care about her and I want her to be okay … but I don’t think she’s okay.

This interview has been edited and condensed.

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