Jake Gyllenhaal is an actor who puts a lot of meaning into his physical transformations. Think of his most memorable roles and you'll remember how he looked: his Marines torso in Jarhead; his rippled boxer in Southpaw; his reedy desperation in Nightcrawler. In Stronger, his latest demanding role, Gyllenhaal plays another character whose bodily challenges once again give shape to his mental and emotional ones—the real life Jeff Bauman, who lost both of his legs during the Boston Marathon bombings in 2013. Here, Gyllenhaal recalls to W editor at large Lynn Hirschberg both the inspirational lessons he learned spending time with Bauman, and the terror of letting his artsy father make his Halloween costumes growing up.

Tell me about Stronger. How did the part come to you?
Stronger is the story of Jeff Bowman, this really incredible man who happened to be at the wrong place at the wrong time in a lot of ways—he was there waiting at the finish line for his girlfriend, who was running the race, during the Boston Marathon bombings. And I came across this piece of material in a very early stage, in a very early draft, and I just fell in love with the character of Jeff, 'cause he has this incredible sense of humor. Through all of it, the inexplicable and impossible pain, comes this sense of triumph because of his sense of humor, and, you know, I think he even surprises himself. His life is just a huge inspiration.

What was the hardest thing about making the movie. Was it the physical challenge?
No, in a lot of ways, I feel like the hardest thing was trying with every bit of myself to get anywhere near understanding the sort of emotional, mental journey that Jeff went through, which I knew I would never really be able to do. I was going into this journey knowing I was probably going to fail. And it was sort of interesting, you know, knowing nothing I was gonna do was gonna touch what he went through. So, the hardest thing was sort of knowing that about myself, doubting myself constantly, and playing a character where you are pretty much unsure all the time, which I then discovered was really sort of a similar way to the way that Jeff felt.

That's beautiful.
It is. You know, I think people use words like light and dark, you know, you need to know pain to know joy. He is the personification of that. If he were here with me now, his light would overwhelm. I'd have to wear these [sunglasses].

[Laughs] Well, that's the ultimate compliment, really.
I mean, he deserves it. He's the kind of guy who will stay up with you till 3:00 or 4:00 a.m. talking. Actually, I was texting with him last night around midnight, Los Angeles time, and he was still up, talking with Kevin, his boss at Costco, who's been one of his best friends. They were talking for, like, four hours, just about life and stuff.

It's nice that you get to be friends, and that you learn so many things from each movie. I mean, you started boxing for Southpaw, you drove around with cops for End of Watch.
It's always good to be friends with the cops.

When you play a cop, are cops nicer to you when anything happens?
Um, I don't know anything about that... I get the kind of, you know, unspoken nod. I actually recently, unfortunately got a speeding ticket, which I was like, "Watch this, it's cool. I got this." The [officer] was like, "License, registration, please." And I was like, "But I mean, buddy." He was like, "License, registration." I was like, "I played a cop." He's like, "Go f--- yourself." [Laughter.] So that didn't help. But yeah, at least I get the nod. At least I get the nod. I still got the f---ing ticket, but I got the nod.

Some fun questions now: What was your favorite Halloween costume?
Well, it's a toss-up. My favorite one I ever wore was no Halloween costume, because essentially that's my job—to just dress up like almost every day is Halloween. Which I'm always surprised by, when actors are excited about Halloween. They live it every day.

Photographs by Juergen Teller; Styled by Edward Enninful

You'd be surprised.
Maybe I was just traumatized by my costumes that my dad helped me create when I was a kid. I was like an Ocean Spray cranberry juice box that was made out of... my dad apprenticed with Red Grooms, the artist. He designed all these really outlandish things made out of cardboard for Halloween that I wore, and were torturous. He made a house, and the house had rooms in it. They were all lit up by Christmas lights, and each one had a different scene, like one scene where people, like, fighting, and the other one was someone was reading to a child, and there's all these people eating dinner downstairs. And the house fit on top of my head, and I could look out one of the windows. And then the chimney was where you put the candy, right? So, I wore it on my head, and then I had a backpack with a battery pack, no joke, that lit up all the lights in the house. But I couldn't move my knees farther than maybe three or four inches, so very time I would walk, my knees would hit the front of this thing. On my way upstairs to get candy, I would fall flat over; I wouldn't really know where I was going.

And no one could really hear me very well, so when I would ask people for candy, they'd be like, "Sorry, excuse me, trick-or-treat." I'd be like, "Treat." And it'd be like [muffled noise]. And they'd be like, "What?" They'd be like, "Where do we put the candy?" And my dad would be sitting there like, "Let's see if they know." Occasionally they'd just give up, and I'd be left there with the door closed. The chimney thing didn't work out. I was freed like 30 or 45 minutes into it. My dad was like, "I can't do that to you."

How old were you?
I think I was, like, 10 or 11.

Oh my god. So they never let you be, I don't know, a superhero or a ghost?No, no. Like, my sister was like an Oreo cookie one year, made out of foam. My dad cut out all the pieces; it was beautiful. She wore white spandex, and they draped the thing over her shoulders.

That seems more mobile.
Well, I think I was, like, Elvis Presley one year. That was fine. My sister dyed my hair with Manic Panic. It was awesome.

How long did that last?
Forever. Like, someone asked me the other day why am I an actor, and the answer was because Manic Panic had its way with my brain probably. I don't know.

I used Manic Panic. It lasted way too long, though.
Way too long, and it just stays forever. It looks like chlorine in your hair after too much time. When are you gonna ask the fun questions?

[Laughs.] These are the fun questions. Where was your first kiss?
Um, it's debatable. In the stairwell in elementary school. Yeah, the door closed and we, like, we kissed.

During school?
Yeah. Her name was Kyla. Yeah.

Good name.
I know. It was a peck. The first real one was outside a bowling alley. It was a birthday party of a friend of mine. I didn't even know it was gonna happen. We were talking outside, and she sort of made the first move. I remember that. I was, like, "This is the beginning of the end."That was, "Wow." It was wonderful, yeah. I remember asking my grandfather about when he first kissed my grandmother. He closed his eyes, he said, "Glorious." Like that.

Have you gotten great advice from your dad?
Yeah, my dad said something to me, I've said it a lot, but in terms of work, he's always said that the job of an artist is to disturb the comfortable, and to comfort the disturbed. That's always in my mind.

That's great. Do you try to do things that scare you?
I don't know if I try, but I'm attracted to those things creatively. You know, you move towards those things that ask something of you that are gonna maybe illuminate something to you about yourself, and I think that's the reason why I do what I do. So, that's always a little frightening, 'cause you don't know what you're gonna discover. That's what I about my job. It's not scary. That's exciting to me.

Do you have a secret skill?
I mean, I do other things. I mean, but um, I mean, there are probably a lot of secret skills.

You know what you're good at? You're good at training dogs.
I am good at training dogs. My dog is very well-behaved, and, but also very well-loved, which I guess is a part of having them behave well, too. I love dogs. I just love them. I don't know what to say about that, except like meeting your dog, they are so playful. The first interaction everybody always has with a dog is, like, "Oh, hi. Well, hello. Oh, you know, like, so nice." And pet. But then, all they wanna do really is play. They bring that out in us if we allow it. That's what I like about dogs, because I don't think I'm that playful, generally. I need to be reminded, so they remind me.