In “Barry,” Sarah Goldberg plays Sally Reed, an aspiring actress who practically vibrates with neediness. Simultaneously well-meaning and monstrously self-absorbed, she’s too blinded by her desire for adulation to realize her boyfriend, Barry (Bill Hader), is a hit man.

Yet she’s also heartbreakingly sympathetic: This season has delved into Sally’s backstory, revealing that she fled an abusive relationship to pursue her dreams of Hollywood stardom. “She is someone who’s experienced major trauma and has no language to deal with it,” says Goldberg.

The actress, who now calls Brooklyn home, grew up outside Vancouver — “we had fences to keep the bears away” — before moving to London at age 19 to study at the London Academy of Music and Dramatic Art.

Until “Barry” debuted last year, she was mostly known for her work on the stage in London and New York, including an Olivier Award-nominated performance in “Clybourne Park” and a turn on Broadway in a revival of “Look Back in Anger.”

The Emmy-nominated HBO series, created by Hader and Alec Berg, has opened up other opportunities for Goldberg, including a role in “The Report,” the highly anticipated CIA thriller coming this fall from Amazon with Adam Driver and Annette Bening, and the recent Wall Street drama “The Hummingbird Project.” She talked with The Times about her blissful stint as a theater student and her love for Phoebe Waller-Bridge.

Q: How did you decide that acting was what you wanted to do?

A: I am one of those annoying cliches. I just always wanted to act. Then in school, I had this amazing teacher, Michael Weiner, who came when I was in grade 8, and he was this passionate, fiery man with a big mop of hair. We would rehearse from 3 p.m. to 10 p.m. every night. We just lived in that theater when I wasn’t in classes. And even when I was in class, I was daydreaming and reading my script in my desk. In my last show, I got to play Sally Bowles in “Cabaret.” It was all I ever wanted to do. I wish, in a way, I’d been open to other things as a teen. I feel my curiosity in other things is peaking now in my 30s where I’m like, “Can I go back to college now?” I just started reading “Middlemarch.”

Q: Even so, going to drama school in London must have been a leap.

A: Theater school was wonderful, but really it was being there, I think, that was the education. It was going to shows three times a week and being so immersed in it. You got to make a fool of yourself for three years and do all kinds of crazy things that you would probably never get to do professionally. I’m really grateful that I had that sort of path and I didn’t move to L.A. at 19.

A week before graduating, I got an audition for “A Member of the Wedding,” the Carson McCullers play. So when I left school, I had this utopian exit. It was like I went to this beautiful theater on the South Bank. I had the code to the dressing rooms at the Young Vic. I had these beautiful costumes, and I’m getting paid 350 pounds a week! Then that job ended, and there was nothing to back it up.

Q: It sounds like you got into acting for the right reasons. Your character, Sally, not so much.

A: I really care about Sally. I just think she developed the wrong set of survival skills out of necessity, and I think she had this calling to go to Los Angeles. It’s just a dangerous town for lost souls, and she’s one of the ones who got swept up. I always said to Bill and Alec, I really don’t care if you like her, you just have to know her, and I feel like I know her. I feel like I’ve met her in so many bars in Los Angeles.

Q: Often with antihero shows, there’s this strange hostility directed at the female lead, like Carmela Soprano or Skyler White. Have you experienced this with “Barry”?

A: Definitely, but I was sort of anticipating it a little bit and wanted to flip all that on its head. When we were getting notes on her, there was feedback that she was too dislikable. I was like, “Please don’t dilute her.” If they’d written the typical rom-com, romantic lead, I wouldn’t have wanted the part. In that pilot, she’s just this perfect combination of horrific narcissism, but then this small-town girl-next-door, wanting to help. She’s a messy character, and she’s not one thing.

There’s a lot of pressure being one of the only female main characters on the show where we do have conversations constantly where we say, “What are we saying about women here?”

Q: What’s it like to collaborate with Bill Hader, who has such a different professional background?

A: He’s made me a lot freer as an actor because, in theater, you’re so used to having to build something that you can repeat and repeat and repeat, whereas he comes from improv. I make him learn his lines and he makes me relax.

I remember when I had my first round of auditions, they called me in and said, “Bill Hader wants to meet you. How do you feel about coming in and improvising tomorrow?” I was like, “Not good!” I don’t come from that world, and he’s the prince of comedy in this country. But I went in and we improvised for an hour as my callback. From the very beginning, there was a tone of, “Let’s figure this out together.” It was certainly the most fun I’ve ever had in an audition.