By Natalie Abrams
July 08, 2015 at 04:59 PM EDT

Ordinarily, if you woke up naked in a bag in Times Square you’d spend a night in the drunk tank. But for Blindspot‘s mystery heroine Jane Doe (Thor‘s Jaimie Alexander), it’s a little more complicated.

Dosed with an experimental memory-loss drug and covered in an array of tattoos, Jane wakes up completely nude in the famous New York landmark. And yes, Alexander was wearing nothing but an array of tattoos and a modesty patch down there when they filmed the pilot on a frigid night in NYC. But the actress had no complaints since the entire show was born from this one scene.

“It started with an image for me,” executive producer Martin Gero says. “That opening sequence of the NYPD going to disarm a bomb in the middle of Times Square and the bomb being a woman, and the tattoos — I don’t know where it came from, it just came to me one morning and I was like, ‘Oh, this is a show. Let me figure this out.'”

What was it like to film the riveting scene that has captured viewers’ attention before the show has even debuted? EW caught up with Alexander to get the scoop:

ENTERTAINMENT WEEKLY: What was it about Blindspot that made you want to join the show?

JAIMIE ALEXANDER: I was so hesitant when it came to TV, because I had had quite a few offers in the last couple of years for TV, but I guess they weren’t moving me enough, if that makes sense. I just thought I’d rather not do anything than do something that I’m going to regret or do something that I’m not interested in fully. And I waited and I waited and I waited and there was obviously the possibility of True Detective, which was the first script I had read that made me go, “Oh God, I really could play this character, I really want this character.”

So the only thing that came after that that would even spark my interest was Blindspot. It just made so much sense for me to take this role. I knew I could do great things with it. It’s a role that, for one reason or another, is very easy for me to play. It’s so enjoyable, and I really love the people that I work with. When I read the script, I automatically thought of Sullivan Stapleton as my counterpart in the script, as the male lead, and I pitched that to them only to find out that that’s who they were also thinking, so it just all really made sense to me.

Jane doesn’t know much about herself, but what can you tell us about what kind of person Jane is?

Well, here’s the thing: I don’t know much of anything yet either, which is bizarre because usually the actor portraying the character knows a lot more than the audience knows. But as it sits now, we’re on the same page. So it’s a very interesting role and interesting journey, because I’m going to be finding out certain things as the audience finds out certain things at the same time. Deep down, just for doing the pilot and then what I’ve seen of the next few episodes, I have to say that she’s a good person. She wants to do the right thing, she wants to help people instinctually; whether or not she’s designed for that is left to be seen.

How is her amnesia going to affect her both physically and emotionally?

Emotionally, it’s going to be very difficult. I mean, physically, obviously, you have the tattoos, and somebody clearly abused her. Because she doesn’t know how this happened, she cannot remember what happened, how it happened, or how long it took to happen, it’s just a vulnerable position to be in. It’s scary. All she has left is instinct and intuition. She just tries to go and make decisions based upon her gut feeling, because she really has no past. In the pilot, she’s asked, “What’s your mother’s name? What’s her maiden name?” and she doesn’t have an answer. That’s a very relatable, scary thing to go through.

Despite having amnesia, her body still reacts to the things around her on instinct. Would you describe her as the perfect super soldier in that sense?

There’s a little bit of that, but I think your movement and your body is based on instinct and intuition, so, intuitively, in the pilot episode, you’ll see that she’s trying to help a woman who’s being beaten. She hears somebody crying, and she hears somebody that clearly needs help, so her intuition and instinct is, “I’m going to try to do what I can to help them. I don’t know what I can do, but God, I have to do something.” And that’s human nature, that’s compassion, that’s sympathy, that’s realism. Now when she gets up there, of course she’s apologetic and she’s like, “I’m sorry, I just think this woman needs to come with me, she’s in danger.” And these two men try to attack Jane, and she instinctually moves like she does, and she surprises herself. She had no idea that she could do these certain things, and yet instinctually she’s doing them, and she scares herself, because she doesn’t want to hurt anybody, she just wanted to help someone. Knowing what she’s capable of furthers her journey. She learns she has these abilities, and she wants to use them to help people—not to hurt people, but to help them. I think that’s the first clue to who she is.

How do you think Jane is different from Lady Sif?

Oh, man. Well, there are no swords. [Laughs] Jane is different to Lady Sif because they’re both, interestingly enough, relatable. They both go through things that people in general go through. Whether it be heartache or just trying to stand up for what’s right or trying to protect those that you love. The difference is that Jane is very based in reality. There’s no other world; there’s no heightened sense of reality. This all could happen to you or I. That’s one of the things that appealed to me in the script, was that this was all possible. There are tactics that are used and serums that are used to help PTSD sufferers. How they’re used in mass quantities, we don’t know, but most of what’s going on in this pilot, if not all, is absolutely feasible and absolutely possible, and I think that’s what makes Jane so relatable. With Sif, in a funny way, I guess I could say there is a fine line between the two, because both of them act on instinct and intuition and love.

What’s the process like for putting on the tattoos?

For the full body, it takes seven and a half hours to apply, which is intense. But I’ve got to be honest with you, it’s fun. I’ve done it enough times now that I can actually say it’s fun and I’m not jaded. We have a great crew that comes in and helps put on the full-body tattoos. It’s an early morning for everybody. We have good coffee, good conversation, good music. We listen to the Beatles on Pandora — that’s our good luck station. And we flip on whatever’s on at 3:30 in the morning in New York, which is usually Daniel Boone reruns, and we just have a good time.

Because the thing is, when you go through something like that, that’s that extensive, you just have to accept it. Don’t argue with it, just let it be, and just do your thing and get through it, and listen to podcasts or read a book or whatever it is that you can. When I’m going through the seven-and-a-half hour process, I can’t sit down. So I’m standing the entire time, and we take little breaks here and there so I can walk around, and lay down and put my legs up the wall to get the blood flowing in the opposite direction, and that sort of stuff. But to be honest, time flies, and we have a good time, and the crew is amazing, and it’s all worth it, and the tattoos are so gorgeous and amazing, and they’re such beautiful artwork that I have no complaints.

Do the tattoos come off easily?

They do not come off easily, which I guess you could say is a blessing and curse. The blessing is that no matter what I’m doing — the fighting, the diving underwater, or whatever it is — they will not move. The only thing that takes them off is a solution and a little rubbing alcohol, and then of course, you put on arnica oil afterward to sort of heal the skin from any irritation. But it does take about three and a half hours or so to get the full body off.

Now some days I’ll be in a T-shirt or a three-quarter-length shirt where you’ll only see my neck and my clavicle and my forearms, so that process is about an hour and a half to two hours of tattoos with face makeup and hair. So it’s not too bad. Not every day is going to be full-body tattoos. But I did say to production, “You know, if we’re going to do this, let’s do it, and let’s not skip out, and I’m totally game for these long hours in the makeup chair to play this character.” I don’t want to always be in hoodie sweatshirts and jeans and boots, you know what I mean? I want to show some of this amazing artwork, because this is what the series is based around. It’s very important.

Let’s run through shooting the nude scene in Times Square. Were you nervous? Freezing?

I would say all of the above. That day where we shot the scene in Times Square, we started putting on the tattoos at 4:00 p.m. and went overnight and started shooting about 3 a.m. We had the full-body tattoo application, which took about seven and a half hours, and then there was a little bit of a rehearsal and also a lot of camera angles and shots that we wanted to get. Again, my crew and cast are amazing, and they were all so patient.

I was actually in the bag — as long as you think I was in there, I was definitely in there. There was a tripwire inside the bag that I was to pull on to make sure I could get out. The first take, I laid on it. I didn’t realize what it was, and I put my entire body weight on this tripwire, and I couldn’t get out of the bag, so I was rolling around like crazy, and eventually they came and opened it. Everybody was very far away from me.

It was a little intense, but to be honest, for that amazing of a scene and the fact that they closed down Times Square, it was just something that I probably won’t be able to do again in my life. To have one of the biggest spots in the world close down just for you to film a scene, it’s intense. You want to make sure that you do it justice, and that you do it well. It was very crazy, and it was scary. It was freezing. It was about 8 degrees Fahrenheit outside in New York, and then at one point it started to snow. It was cold! So the shaking in that scene wasn’t just out of terror, it was out of the fact that I was so cold that I could barely stand up on my own. But again, it was all worth it, and I have no complaints whatsoever. It was such an incredible experience.

Do you know what all the tattoos mean or have a general idea, or do you like being kept in the dark like Jane?

I always thought I would like to know what was going to happen next, because then I could prepare as an actor, but to be honest, I’m not method at all, and I kind of like not knowing. I know what a few of them mean, just because I can tell by looking at them what they are. But other than that, it’s going to be a surprise to me just as it is a surprise to the audience. It’s going to be very interesting where this character goes and how she gets there. Some of the things that I’ve heard of are very exciting, and things that I was not expecting. As an actor, you want things that are not expected.

You generally, as a female actress, really hate when somebody’s like, “Oh, you’re going to be the love interest to so-and-so,” it’s so cliché. This show is completely the opposite. It’s not what you expect. It’s so far from what you expect that it’s liberating. To find a female written this way, I would have to say, at least for me personally, that most females are not written this way. It is not what you are expecting. It is so far beyond, in such a magical way, in such a way that women have been waiting to play these types of roles. It’s just going to blow everything out of the water… I’ve always been an advocate for female equality, and to get rid of sexism in Hollywood, and this one of those roles that will hopefully aid in that process.

What’s been the most difficult part of playing Jane and what’s been the easiest?

I would say the most difficult part is a lot of physical demands that I’m not quite prepared for. I have to learn how to fire certain weapons that I’ve never shot before in my life. I’ve done a lot of action work, so I hope you can tell that’s saying a lot. There’s a lot of combat and weaponry that I’m not familiar with, so I’m having to learn it very quick. I have an amazing double and I train with her. We’ve been working together since our Kyle XY days. She’s been my double for about nine years, and she’s fantastic. We’ve been going through Navy SEAL training to expert gun training to sword training to knife training to everything. The sky’s the limit with this character. Again, though, she’s not a superhero — it’s all based in reality, so a lot of these movements are new to me, because they’re hand-to-hand combat, whereas I’m used to flourishes with a sword and fancy moves as Lady Sif. A good example is Matt Damon in the Bourne Identity and the Bourne franchise. This is essentially a female Jason Bourne, and it’s done in a way that’s not campy, that’s completely feasible, that will definitely change the game for females.

Blindspot will premiere Monday, Sept. 21 at 10 p.m. ET on NBC.

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