Gillian Anderson acknowledges she may have over-prepared for her latest role — as former British Prime Minister Margaret Thatcher in the new season of "The Crown" — before her hands actually touched a script. But she'll tell you the exhaustive research was invaluable for getting into the psyche of Britain's steely first female prime minister, who came to be known as the "Iron Lady."

"I researched as if I were doing the Margaret Thatcher biopic," she says by phone on a recent Sunday. "And then, from getting the script, I found myself going: 'Oh, right, I am in six (episodes), not 10. This isn't about me.' Obviously, I'm being silly. But the nature of 'The Crown' — it's through the lens of the crown."

"That's where the research helped," she continued. "Understanding, potentially, why she is making kedgeree for the Cabinet ministers up in the flat above. And how important that is to her as a woman, as anything else is important to her."

Available to stream now on Netflix, the new season of "The Crown," created by Anderson's partner and longtime royal chronicler Peter Morgan ("The Queen"), delves into the sometimes tense relationship between Queen Elizabeth and Thatcher, who served from 1979 through 1990. It also explores the early period in the union of Prince Charles and Diana, Princess of Wales.

Anderson has been keeping busy on the small screen. She can also be seen in Netflix's British teen dramedy, "Sex Education," which is currently in production on its third season. The conversation has been edited for clarity and condensed.

Q: Had you been searching for a way to be on "The Crown," or had Peter been searching for a role that would make you consider it?

Anderson: When I first heard about "The Crown," I was in New York doing ("A Streetcar Named Desire"), and the girl who played my sister, Stella, was Vanessa Kirby, who played Margaret (in Seasons 1 and 2). And she was talking to me about this thing that she had shot between when we did the play in London and when we did it in New York. I had no idea, anything about it. And the thought of it didn't really appeal to me. I didn't think, "Oh, let me look into that, it sounds like something I want to do."

Not that long after was when Peter and I got together, so I was exposed to it on a very intimate level and watching how it was produced and going to visit set and seeing how the feel of the set was very different than I had experienced on the majority of things that I've ever worked on — it really felt very adult, very well run. Not that other things I've done haven't been, but it just felt there were a lot of grown-up people in charge, and it had a really loving feel to it. But I never investigated, I never searched out ... and so when it came up as an idea, and Pete asked if I thought that I could potentially do Thatcher, and I thought about it seriously, there were two sides for that. One was, would I want to work on "The Crown," period? By that point, it was a no-brainer, having seen how beautifully the series was shot and written. And then the other was, did I think she could live somewhere inside me; did I get how to interpret her? Both of those were resounding yeses.

Q: You were born in the U.S. but grew up in the U.K. What do you remember about the Thatcher era?

Anderson: I grew up in the U.K., but we left in '79. So we left the year she was coming in. I have no memory whatsoever of being aware of much political anything. I don't remember dinner conversations about it, I don't remember anything. Once moving to the States, so much of my world — even though, again, I would have been hearing about Reagan and Carter — I'm not even sure whether she came into my radar at all until, perhaps, I was in high school. I really came at this, certainly, with preconceptions of other people's opinions and beliefs and strong feelings about her, but nothing from my own experience.

Q: She was such a polarizing political figure. How was it trying to find a compassionate journey in this role?

Anderson: Ultimately, the Thatcher that I'm playing is the Thatcher as per Peter Morgan scripts in "The Crown." There's a lot of humanity in his scripts, period. No matter who the character is. And that's no different for Thatcher. And so you get to see more than we're used to seeing of her as a wife, as a mother. You see as much of those aspects of her as you do of her as a politician.

Between playing those scenes and understanding from the research that I did, just the challenges that she had specific to class, specific to the fact that she was a woman, and by the nature of the role that she was stepping into ... completely surrounded by men. And she perpetuated that because she enjoyed the company of men and there was only one woman that she hired in the Cabinet in the 10, 11 years that she was in office. She perpetuated that. But at the same time, as you see in the series, it was a different kind of support that she surrounded herself with when she recast the Cabinet and continued to reshuffle as she went on. Some of that is about coming up against disagreement time and time and time again or people who patronize her, or felt that she was never going to be as effective as a male leader. And some, by the end of it certainly, was because they just weren't doing what she wanted them to be doing.

I think that you get a good sense of all aspects of her in the series, seeing a much more three-dimensional characterization of Thatcher than one might in a political documentary or one might have thought about her historically. I think that, if it's not compassion — because there's a lot of people who, regardless, will never find compassion for her — at least there's a sense of a human being there that was more than just the rhetoric and the policy.

Q: Your first big role was as Dana Scully in "The X-Files." Did the role of Scully ever become too big for you? Did the fandom ever feel overwhelming?

Anderson: I certainly felt like it was a lot when I was taking my 2-year-old to the park and there were paparazzi on every corner and I was, like, 27 or whatever. Any time I go to a Comic-Con, you feel like, "Oh, my god, this is a lot," but, of course, you're asking for it. That's why you're there. In general, it's just appreciation, right? That's just good. We should all get appreciated as much as Scully got appreciated.