Here's the thing about Nicole Kidman: she takes risks. Sometimes those risks pay off, sometimes they don't, but it's rare for a major A-list movie star to go places that might scare other actresses as often as she does. And it's been that way from the start. From playing a seductive villain in To Die For to her vanity-free portrayal of Virginia Woolf, which got her an Academy Award, to even more recent work like The Paper Boy, Birth, Rabbit Hole and Sofia Coppola's excellent The Beguiled, Kidman gravitates to parts that challenge her, and there's something very refreshing and brave about that, which makes her a compelling presence on screen. This year alone has been a banner one for the actress, who was the unequivocal queen of the Cannes Film Festival, where four of her projects premiered. But her biggest success, the one that penetrated her the most and connected on an almost visceral level with audiences was her performance as Celeste in HBO's mammoth hit Big Little Lies, which she brought to the screen with Reese Witherspoon because she and her peer group weren't getting the parts they deserved. "That's pretty much what Big Little Lies was. It was building opportunities for ourselves and our friends," she says. Though she's spoken about her experience on the show before, rarely has she been as candid about the impact Celeste had on her personally, both during production and in its aftermath. "I felt very exposed and vulnerable and deeply humiliated at times," she says in a new interview in W's August issue. "But at times I would have flashes of images of women that have gone through this and I'm like, 'This is authentic, this is the truth and this is what I have to do.'"

What was the first professional job you auditioned for?

The first professional job was Bush Christmas, which was a film I did in Australia. I was 14, it was shooting out in the bush in Queensland, and I got to eat witchetty grubs. Do you know what witchetty grubs are? They are worms that live in the earth, and they're a milky white color, and I eat them in the film.

You eat them?

And I wanted to eat them. I was excited to do that. I'm one of those people. I could go on Survivor and I wouldn't be good at the climbing and all of the physical stuff, but I could eat anything. Just so you know. That's my secret skill. Give me a cockroach, I'll eat it! Spider, I'll eat it! You name it, I've tried it. I'm adventurous.

Definitely, and I just wonder where it started because I think of you as a pure artist, and I mean that as the highest compliment, because to me, it's not just eating worms. You just will throw yourself into anything. Even your most recent work, Big Little Lies. Were you always fearless as an artist, even in the start?

I don't see myself as fearless. I actually see myself as being fearful at times, probably because I experience fear but I kind of just walk through it. I did a play in London recently, and that was really debilitating fear, and every day I just had to go, Okay, get through it.' I had pure stage fright on the side of the stage where I would have rapid heartbeat and that was frightening, but it was one of those things of just going, 'I just have to work through this,' and I think I've just always been compelled to do that. And I have an enormous amount of trust, probably to my detriment. I still, at this stage in my life and my career, implicitly trust, and that's probably where the desire to be a part of something and the desire to contribute and not have my own inhibitions or my own censorship stop something or stop the artistic vision for a director or a story. Big Little Lies for me was so complicated, and that's what was so beautiful about it. And that Jean-Marc Vallée was willing to hold [his distance]—there's one scene where he plays it pretty much in a two shot on Alex [Skarsgård] and I, and [Vallée] trusted that and he trusted he didn't need to come in close, he just allowed it to play out with all of the interaction between us. That's really something for a director using the small screen medium. And Alex and I worked very hard on creating the dynamic of that marriage.

You guys did. Was there a lot of improvising with the fight scenes or were they all choreographed very deliberately? Because they're so intense.

No, we would go in and we would do things. We would try and then Jean-Marc would slowly build the scene, but he also shoots everything, so the minute you come on, you start to do it and we didn't talk a lot about it. There wasn't really any rehearsal. It was more on the day we would go in and do it. Alex was so in it, and I was so in it, and there was—talking about trust—an enormous amount of trust there, yet at times it felt dangerous and really upsetting, and I would go home afterwards and I would feel—I would keep on a very brave face at work and then I would go home and I didn't realize how much it had penetrated me. And it affected me in a deep way.

Nicole Kidman, one of the stars of Big Little Lies, says the part of Celeste made her feel "very exposed and deeply humiliated." Here, she wears a Miu Miu dress and coat.

Photographs by Alasdair McLellan, Styled by Edward Enninful; Hair by Shay Ashual at Art Partner; makeup by Diane Kendal for Marc Jacobs Beauty at Julian Watson Agency; manicures by Casey Herman for Dior at the Wall Group. Set design by Stefan Beckman at Exposure NY.

Did you do a lot of research beforehand? One of the things I thought was interesting about the show is you don't often see portrayed a woman in that situation that's upscale. There's an association with being battered that a sophisticated person wouldn't let that happen to them, and that's obviously not the case. And there was something very intense about how smart your character was, how smart and how informed and yet stuck in this situation that was both attractive and totally repellent. It was fascinating because it's a very complicated situation.

Very. And I never wanted it to be, even when we were doing press for it and stuff, I always tried to deal with it with not sort of explaining it in a simple way because it's not. The simple part of it, yes, she's abused, and it's devastating, but the complicated part of it is why she stays and how it even happened in the first place. As an actor of course you come up with your whole back story and what leads to what you see on screen. There's an enormous amount of material available; I've seen podcasts with women who are very honest talking about how they were in situations, and these are educated women, some who were saying they had the means to leave. 'I could have left and I wouldn't and I could not leave him.' And, I'm glad that it's created the conversation, I'm glad that it sort of pulled the veil off. I've received the most amazing e-mails from people saying I now understand why women stay or why people stay with an abuser, and if that changes one person's life, that's amazing for me.

And the scene with the shrink where you're very intense together. What I loved is that this show got more and more interesting as opposed to the other way around, and you also don't know what she's going to do, just psychologically.

Which is true because a lot of times when you're dealing with people in these situations and you're talking to them and they say that to get the truth, the idea of what's really happening, to penetrate and somehow get past all of those barriers, because this is Celeste's identity. To destroy that is to destroy everything that she feels makes her worthy, and it's so complicated. And also she feels like to betray him she's betraying him because she also feels like she is so much to blame and so culpable, that it's the two of them that are causing this, and you know, when she goes initially to the shrink to seek the help, it's not to pull apart my relationship. It's to say just give me a few tools, a few things that are gonna help make this healthy again because I know it's not good. But the thing that absolutely resonated with me is when she goes—when she truly finds out how it's destroying her little boys, and she says that's it. And that's when she has the ability and the motivation and the capacity to act and to really leave. Because prior to that, she thinks that the children are not seeing, hearing, that they're not privy to any of it and they're not being destroyed by it. That, I think, is the thing that made me feel for her. I really felt my way through that whole role.

And also just the physical. I mean, I know this is a technical question and it sounds like I'm being salacious, but I'm not. Wasn't it very difficult to do those scenes basically naked?

When I would go home, I would feel ashamed, and that's the same emotions and the same feelings that Celeste was having, so we were very much parallel in the feelings, but I was willing to do that for the role because that's what I felt was important for the role. When I talk about not censoring myself through my own inhibitions and not then affecting a story or a character because of my own inhibitions, I'm here to tell the story and to be true to the art, not to bring my own problems in terms of what I feel comfortable with, not comfortable with. I've got to go work that stuff out so that I can come as a pure vessel to the work, if that makes sense.

I totally get it, but I just think the vulnerability of that performance is so profound because it's not like you're doing it in a wetsuit.

And I felt very exposed and vulnerable and deeply humiliated at times. I mean, I remember lying on the floor in the bathroom at the very end when we were doing the scenes in episode 7, and I was lying on the floor and I just wouldn't get up in-between takes. I was just lying there, sort of broken and crying, and I remember at one point Jean-Marc coming over and just sort of placing a towel over me because I was just lying there in half-torn underwear and just basically on the ground with nothing on and I was just, like [gasps]. But at times I would have flashes of images of women that have gone through this and I'm like, 'This is authentic, this is the truth and this is what I have to do, and it would just come through like that.' But it was beautifully written, I have to say, and Jean-Marc is an exquisite director because he was able to modulate it and allow it to be and to grow and see and then sort of paste it together, you know.

And I also love the scene when you're just being a lawyer because you can feel her finding her voice again. Did you grow up watching TV or were you a TV fan when you were young?

I grew up watching TV, but I also grew up watching a lot of theater, and I grew up with literature. That was basically where I molded my imagination and where I could get lost. And I'm still like that. Like, I'll find a book and I can just read and read and read, and it's my protection, it's my sanctuary, it's my place that I can go when I need friends, you know. More than cinema, more than television, more than any of those things, I've found that through books. I always wanted to play Natasha in War and Peace. But, uh, too late. Too late. [Laughs] That was the great thing about reading something like Big Little Lies and going, 'We can get this made.' And I have to say for [Reese Witherspoon] and I to have taken that from nothing and all the way to here, we both said, 'We weren't getting the opportunities of great roles.' I mean, sometimes every now and then, but I think now, particularly for women, we're in a position where if it's not happening, you've got to make it happen for you. You've got to make opportunities for yourself and your friends. And that's pretty much what Big Little Lies was. It was building opportunities for ourselves and our friends, and it just happened to become what it became, but that was because there was an enormous amount of passion behind it as well and optimism, actually.

But I also think it's because it was great. [Laughs]

Well, it was great material but, you know, we all read good things and rarely does it have this sort of trajectory. I mean, all of the pieces coming together. We get Laura [Dern], we get Shai [Woodley], we get Jean-Marc to do all of them, we get David E. Kelley to write them, Liane Moriarty gives us the rights to the book. All of those things sound easy. They're so hard.

Yes, they're very hard. And then it's a huge hit. Even better.

And then it connects in the way that it has. I mean, I was walking through the airport today and, you know, women are stopping me going, [gasps] Big Little Lies. And then their husbands are there too and they're, like, 'We love it!' And I feel, that's amazing. I've never had that in my career.

You've never had that?

I mean, Moulin Rouge maybe ages ago, but that was far more niche at the time. This is much more penetrated in a much deeper level for me and broadly. I mean, that's the power of TV. And I love it.

Related: How Nicole Kidman's Celeste on Big Little Lies Flipped Hollywood's Script on Domestic Violence

This interview has been condensed and edited.