In The Deuce, the HBO series that returns with its second season on Sunday, Maggie Gyllenhaal plays Candy, a self-sustaining sex worker who promotes herself to becoming a director of pornographic films in a 1970s New York. But that wasn't always the idea. In fact, when Gyllenhaal signed on to the show, there were just drafts of three episodes, and Candy's future wasn't determined. So, in order to ensure that Candy and The Deuce told a worthwhile story, Gyllenhaal asked to be made a producer. "I did feel a little nervous about playing a sex worker, not really knowing where I was going," she explains. "I just said, 'Look I want to trust you, I hope to trust you. I trust your storytelling. I've seen your other stuff. I believe this is gonna work, but just in case, I wanna be sure that I'm included.' And it wasn't even so much in the storytelling that I wanted to be included, as much as ultimately, “What are we saying?”

Here, the actress discusses her role (including her methods for comfortably acting naked on camera) in The Deuce season 2, while sharing how her 40th birthday was her best yet, why she's always considered herself a New Yorker, and which Gyllenhaal sibling is the better cook.

Even though you’re from L.A., do people assume you’re from New York?

I was born in New York and I grew up in L.A. and I've been back in New York since I was 17. I don't miss L.A. Sometimes I miss the avocados.

Not the weather?

No, I feel like there's something a little depressing about it always being beautiful. My mom is from Brooklyn and her parents, and my great-grandparents were tailors on the Lower East Side. So, I come from New York in a way years and years ago. When I was younger, I came to college, I went to Columbia here. I guess to be totally honest, I used to lie and say I was from New York. I was born in New York so I felt justified in it somehow. But the truth is, I was raised in L.A. I'm a California girl. There are things that make me miss L.A., but I never felt comfortable there. I never really felt like I fit in there. I think it's hard to grow up as girl in L.A. Maybe I'll come to find my love for it again. Right now I like Northern California, but Southern California just has a darkness to me in my mind.

What was the first job you auditioned for that you got?

I got a job really early on in a John Waters movie called Cecil B. Demented. I remember going in and there was almost nothing to do. I had, like, three or four lines in the scene to audition with and I couldn't understand why they picked me. I literally was like, "Was it my blouse?" I didn't show them any acting skill, really, but it's not exactly acting skill you need in a John Waters movie. I still don't know why they picked me.

Were you hooked right away? Did you always know you wanted to be an actress?

You know, to be honest, I think I did. As I get older, I think it's a really strange job. I've been playing a director, and also I've been shadowing the director on the second season of my show, in one of the episodes. I've been seeing things from a very different perspective, and then jumping in and working as an actress, which is what I really know. It's kind of a trip, especially because it’s a kind of job where you're working every single second, every single day, in someone else's clothes, going through an experience as somebody else. I mean, if you're doing it well, I think it also has to do with you and who you are. You're learning something about yourself, but it's a weird way to do it. I guess I've just been feeling lately.

How did The Deuce come to you?

I had signed up to do this movie, and I had been really convinced to do the movie, but I got the rewrite back of the script and nothing was changed. Right before we were gonna start shooting, they lost their money. I was like, "Is this a sign from God?" Yet I was also kinda counting on the job and literally in the same weekend, I got the script for The Deuce. I had never worked on anything before where I didn't have the whole script. They gave me three scripts, which they said were early drafts.

Did you know your character, Candy, would end up being a director?

No, and in fact, we didn't know that she was gonna end up being a director until we got deep into the piece. I did feel a little nervous about playing a sex worker, not really knowing where I was going. And just in general I'd never signed up to something without having the script, which is why I asked to be a producer. I just said, "Look I want to trust you, I hope to trust you. I trust your story telling. I've seen your other stuff. I believe this is gonna work, but just in case, I wanna be sure that I'm included." And it wasn't even so much in the storytelling that I wanted to be included, as much as ultimately, “What are we saying?”

Candy is an interesting character because she is a sex worker but she's also very independent. She doesn't have a pimp, she's very much her own boss.

Yeah, and I knew I was gonna have to be naked. That doesn't bother me so much, it's just, I don't wanna be naked if it's not in service of something. If we're not actually exploring interesting things, if we're not having a conversation that's worth having.

Is it hard to act when you're naked?

Here’s the trick: You have to look at a sex scene as an opportunity to express things that can be expressed best when people are making love. Or fucking. Or whatever. I’m a sex worker in The Deuce, so I have to pretend to fuck someone I’ve just met. And then another guy. What’s expressed in those scenes is somebody who’s doing a transaction.

What was your favorite scene to film?

One of my favorite scenes in The Deuce, actually, is the one nontransactional sex scene where Candy has sex with this guy who she's kinda dating, and she has to move in this gray area of her own desire and her own needs, and I think when she starts to get into what she's hungry for—not just sexually, but artistically, intellectually, in every way—and she's just not getting it. Then it's fine to act naked, 'cause all these other things are going on in your mind. That scene has a pretty interesting orgasm to have to play, as opposed to the kind of performative orgasms that are all over the piece. It has one that's very real. I found that to be the most exposed, because the point of this scene is, this is the opposite of a performative orgasm. This is an orgasm that's just for her. It's gonna take 20 seconds. That's not the kinda thing that we usually show other people. I felt a little shy about that, but I felt it was in service of something.

Did you watch any ’70s porn films to prepare for the role?

Yes, I watched some Lasse Braun movies. He was a very playful Italian porn director. But I haven’t seen Deep Throat. I did read the autobiography of Tina Russell, a pretty famous porn star in the early ’70s, when the mood was “we are all fucking and free and we love it.” I do believe in showing that kind of sexual freedom. On the other hand, she wrote that book when she was in her early 20s and was dead less than a decade later of alcoholism. So, for The Deuce, I’m into that combination of things: They’re both true.

Where was your first kiss?

It was at a Bat Mitzvah, with Kevin Goldfein. It's fine, if he ever sees this I'm sure he'll appreciate it. I have no idea where he is, or what he's doing. Kevin Goldfein. Not his Bar Mitzvah. Somebody's Bar Mitzvah or Bat Mitzvah, in seventh grade. A little before that, I was very freaked out at the kissing and the possibility of that stuff. And then I loved kissing him. It was great.

Who was your first date with?

I feel like in high school we didn't really date, we hung out. Then when I went to college, I remember this guy Dante asking me to get a drink at a bar with him, and he was a little older. I was like, "Yeah, okay. I'll drink in a bar with you, sure." I didn't know what to order. I didn't know what to drink. I think I had Malibu rum and pineapple juice. I just remembering being like, this is not good. This was the wrong drink.

What was your favorite Halloween costume that you ever had? Your brother told me that your father, apparently, was very into the Halloween costumes.

Yeah, my dad was really into Halloween, and my brother did have some wild ones. I was an Oreo cookie one year. I dressed in all white and then my Dad and I made these foam things. We looked at an Oreo cookie and cut out every single shape that went around the Oreo cookie with an X-Acto knife, and then spray painted it brown. I wore one on the front and one on the back. It's so funny, as an actor—and I'm sure other actors have said this to you—Halloween kind of sucks. You're like, "I don't want to get dressed up." Was it my favorite of my costumes? It was kind of the best story. I remember one year when I was making Cecil B. Demented in Baltimore, and being really lonely and kind of sad. And I didn't notice ‘til years later the poetry in this, but I went for Halloween as a bruise. I had friend at the time who was doing makeup on Cecil B. Demented and she did bruise makeup and I wore blue and black. I just thought it was funny at the time, but I look back on it and I think I was a little sad.

What was your favorite birthday?

I loved my last birthday. I just turned 40. I took it really seriously. I just had, like, 10 friends and we had a really great dinner and we danced. But the whole birthday, the whole thing, I didn't plan much during the day, but I had this craving, midmorning, to go to Russ & Daughters. And it was a totally natural craving, but I think that's where I was born, on the Lower East Side, and I kind of always have imagined my great-grandmother—I don't know that she did this—that she went to Russ & Daughters and was like, "No, no, slice it thinner," or whatever. I imagine that I come from people who may have been in Russ & Daughters 100 years ago. I went to the restaurant, and I had latkes with lox and crème fraiche on it. But my birthday, it was kind of ecstatic. I don't know. I think I did enough thinking about turning 40 and getting older that I made some space for pleasure.

Did you buy yourself something symbolic?

Well, I have this ring, which was my grandmother's. It's a very complicated, long story, but it has a pearl in it that I put in it, because it used to have a diamond and the diamond's gone on this long trip with all different women and my family putting it in different settings. And I was given the empty setting, so I filled it with a pearl, because I learned recently that, originally, even though on my passport and everything it says Maggie, at some point on my birth certificate I was named Margelit, which I never knew until I had the birth certificate in my hand. Margelit means pearl in Hebrew, so I had just been digging pearls lately and thinking about that, and I bought myself this beautiful pearl. A kind of raw pearl necklace. I wore it on my birthday.

What’s your porno name? First pet and the street you grew up on.

Obviously, because of my show, I know my porno name. Rosianna Second Avenue. Or Candy, you know. When I first started thinking about Candy, and I started looking at the scripts, I wanted to be like candy. I wanted to look like candy. That was kind of how we got that wig. I wanted to be like cotton candy.

What’s it like wearing those platform heels?

They're pretty good. I mean, platforms with a thick '70s heel. They're not so bad. Weirdly, I couldn't even wear them probably on a red carpet as me, but when I was doing it I was, like, in them all night. I don't know why that is.

What was your favorite toy growing up? Did you have a Barbie?

I did have Barbie, actually. I had a friend who was two years older than me, and we, like, punked out our Barbies, and then I was really sorry about it. We cut their hair. She was into making them punk. She had a bunch of older sisters, and I was down with it at the time, and then sorry that I destroyed my Barbies. My mom, she was more into, like, craft toys. I had, like, wooden beads. I know they’re not much fun for anybody.

Do you have a karaoke song?

No. God, I got to get out more I guess. I would love to do karaoke actually. Did you know I did a musical this year? Just for one night. It was Damn Yankees. I played Lola. It was maybe one of the best nights of my life. I think the Roundabout does a benefit every year, where they stage a musical just for a few days. They do, like, a week of rehearsal. They asked me to do it, not knowing, I think, whether I really sing or not. I kind of do. I mean, it's not like Jake, who is a brilliant singer. I just like to sing. I really worked on it, like for months. Everybody else just kind of like, you know, they're musical theater people and they showed up, like if you're going to do a reading of a play or something. I really worked on it. Honestly, it was going to be the kind of thing where this night was either going to be hell, where you're going to be. like, hanging onto the side of cliff just trying to get through it, or you're just going to jump off the cliff and it's just going to be what it's going to be. I just jumped off the cliff, and I really think it was one of the best nights of my life. It was amazing.

What's your secret skill?

I do find money in the street, but I just take that as good luck. I find money in the street a lot, but is that what I'm good at? I hope not. I can sing. I like to sing harmony. I would be so happy to come up with harmonies. I did actually sing a whole beautiful harmony piece with Michael Fassbender in Frank, that didn't end up in the movie, but the musical director on that was really great, and it was a beautiful piece. We sort of composed the lines of harmony. I mean, in a way that's probably more what I'm meant to do as a singer. I loved to act through songs. I once saw Judi Dench do A Little Night Music, and she really barely sang at all, but she was incredible because she was acting through the songs. Or maybe sing kind of backup, and make harmonies with other voices. I do really like that. And I can cook pretty well.

What’s your signature dish?

If we're going to be honest here, I would say I'm more of an everyday kind of cook. I can roast a chicken, and make lamb chops and they're going to be really good. Roast potatoes. It's because of my kids, really. I grew up with people cooking all the time, but I really learned to cook when I just had to make dinner quickly every night. And I don't do it every night, obviously. Jake is a gifted cook. I've learned a lot from him.

What movie makes you cry?

West Side Story. I think that movie is the perfect movie. It’s not even necessarily the kind of movie that I would like to make. I would like to make Phantom Thread. That movie just blew my mind this year. I just absolutely loved it. Obviously West Side Story is a totally different kind of movie, but the end of the movie makes me cry.

Who was your cinematic crush when you were growing up, other than, of course, Peter Sarsgaard?

When I used to come home from school we were barely allowed to watch TV, because we were supposed to be beading. No, I’m kidding. I did watch Little House on the Prairie, like in syndication. After Little House on the Prairie, right away CHiPs would come on. I feel like my first kind of, like, 'what is this feeling I'm feeling' kind of thing came from Erik Estrada riding his motorcycle in the credits. You know, like at the beginning of CHiPs. Before someone came in and I was like, okay, got to turn it off. I don't know how long that lasted, but at first I was like those cop pants, with the motorcycle, something was happening for me.

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