Game of Thrones' Natalie Dormer takes the lead in horror film The Forest

Natalie Dormer in The Forest. Picture: James Dittiger/Gramercy Pictures

Power tends to shift when Natalie Dormer comes to town. Before she arrived on Game of Thrones, the talk was all about sex, gritty death and Sean Bean, but once cunning noble Margaery Tyrell started toying with crossbows in her bedchamber, Dormer pulled focus and became the show’s firm fan favourite. Even a bit part in her first film, Casanova, got beefed up by Tom Stoppard and made more comedic once the filmmakers noted the funny bones Dormer brought to virginal Venetian Victoria.

The Dormer Effect is currently blowing through Dinard, which hosts an annual film festival in Brittany, with locals accustomed to an incoming dazzle of English-speaking stars. This year Kelsey Grammer is able to dine out on the beach front, undisturbed – the French never saw Frasier apparently – and while there’s a polite ripple when Sir Tom Courtenay has a promenade along the croisette, the real fan behaviour is directed at Dormer, who attracts a phalanx of admirers when she’s spotted in a salon de the.

“The French audience were introduced to me in The Tudors, and they have been very supportive ever since,” she chuckles as we both pretend not to notice the plate of macarons within touching distance. “I’m a lucky girl. They seem to have watched Game of Thrones as well, and The Hunger Games of course, because that seems to connect with adolescents of all cultures and nations.”

Natalie Dormer and Jennifer Lawrence in The Hunger Games: Mockingjay - Part 2

The ever-adaptable Margaery Tyrell in Game of Thrones remains her biggest calling card: here they seem to call her Margaery as often as they call her Natalie and the role suits her; resourceful, artful, and wry.

She watched the first series as a fan, then joined the show in 2012. Since then, she’s been married three times, twice into the same family, and is now in jail, “a cold dark cell, where she’s hungry and she’s stressed.”

Another substantial change in the upcoming sixth series is that up till now, the fans have been able to read George R R Martin’s novels ahead of the unfolding screen drama. However, last year Martin announced that he’d missed the publication deadline for his new book. “So for the first time we’re ahead! We’re walking on fresh snow with no book readers ahead of us,” she says gleefully.

Not that Natalie is giving anything away. “They never let us actors know much in advance, probably because the less they tell us, the less we can blab. But tell me honestly, does this mean you’ve started watching Game of Thrones, Siobhan?”

Full-disclosure: I know Dormer a little from our time together as jurors for the Edinburgh Film Festival a few years ago. She arrived as a fully-fledged Game of Thrones name, and didn’t mind a bit when I had to confess that I hadn’t seen the show.

“Oh good,” she cried. “I don’t have to talk about the next series.” With Korean filmmaker Bong Joon-ho, we formed a trio of movie musketeers, fencing opinions about the films put before us, spearing our favourites, slashing the more pretentious offerings and quaffing plenty of black coffee during early morning screenings. It took me a while to notice that if she was spotted by fans, she was always accessible, discreetly dropping back to pose for a selfie or sign an autograph, while Bong and I marched onwards to a cinema or lunch.

During downtime, I discovered later, she slipped on trainers and headed out onto the streets of Edinburgh to keep up with training for her first charity marathon. Is she still running? “I’m doing another one in London this year,” she says. She even trained while shooting The Hunger Games, and claims it helped with the intense action scenes, although “Jennifer [Lawrence] thought I was crazy.”

Lawrence is now a pal: “On set she keeps morale up by making everyone laugh – that’s very important in a lead when you’re shooting for nine months.” She was also impressed by Madonna, who directed her as Queen Elizabeth, The Queen Mother, in her film W.E.

“I read a stack of books for Anne Boleyn and for W.E, Madonna basically pushed three biographies of Elizabeth Bowes-Lyon at me and said, “Read.” All of us were given these huge books, because she had read every book for the last decade or whatever about Wallis Simpson because she’d been so fascinated by the story.”

For a while she fretted about being pigeonholed as “Natalie in a corset,” although it’s no coincidence that these parts have been warriors rather than wenches. For the BBC she starred in The Scandalous Lady W, a biopic about Seymour Worsley, who braved 18th century gossip and innuendo about her marriage in order to establish her independence from her husband.

“It’s not exactly about playing strong, fearless women,” notes Dormer. “Really I’m interested in how they got there. It’s interesting to play a woman who is terrified and then overcomes that fear. I look for really interesting, ambiguous, ambivalent three-dimensional characters. And Margaery certainly has that.”

More recently, she took another step away from the past, and transitioned into the future with Hunger Games, as Cressida, a tough guerrilla filmmaker in a dystopian world, who helps shape Jennifer Lawrence into a cross between Che Guevara and Lady Gaga.

There was running, there were guns, there were combat outfits, and there was a brutal bit of hairdressing: “I was in France with friends and 10 minutes before dinner, the phone rang and it was my American team saying ‘Francis Lawrence, the director of the Hunger Games films, loved your audition tape. But they need to know if you would shave your hair?’ I thought that was great.”

Originally, the implication was that Dormer would be tattooed and bald for the film. “So I had reconciled myself to shaving off all my hair when the director, said, ‘you know what? I was thinking maybe we’d just go - half?’ So I got off lightly, and because we shot the two movies back to back, I didn’t have to grow it back, then shave it all over again. There’s a lot bound into ideas of attractiveness being long, flowing, Hollywood kind of hair, and really it was kind of liberating to play a woman who is all about her profession. “

Next up for Dormer is the supernatural thriller The Forest. The premise is a good one, and it’s her first chance at the lead role – in fact, two of them. Sara Price (Dormer), learns that her identical twin Jess (also Dormer), an English teacher in Japan, has vanished. Worse, she was last seen wandering off the path in the haunted Aokigahara forest at the base of Mount Fuji. She heads there herself against all advice, and experiences mind-altering paranormal events.

The real Aokigahara forest has been called “the perfect place to die,” because of its unhappy distinction as the world’s second most popular place to take one’s life (the first being San Francisco’s Golden Gate Bridge).

Dormer visited for an afternoon, while filming other scenes in Tokyo. “My driver and I went for a walk although we did not veer off the path, unlike Sarah in the movie.

“It was a beautiful day. The birds were singing, there were blue skies, and families were out hiking. I mean, it’s a place of outstanding beauty, but then you see bits of rope disappear into the forest along your way, and “help” signs for people who are thinking of harming themselves. I wasn’t frightened but it does make you thoughtful – and sad because so many people in this forest go in with the firm intention of not coming out. Interestingly, my Japanese driver wouldn’t go even half a metre from the path while I went five feet into the woods to take pictures. It’s hallowed ground in some ways, so I understand why the Japanese do not ever want to have film crews there.”

Instead, the cast and crew set up in a Serbian woodland near Belgrade with moody woods and an unforgiving climate. “It was very cold – but at the same time there were lots of mosquitoes biting me,” she says, plaintively. “How can it be very cold and yet you can be bitten at the same time?”

To play twins she tweaked her body and her voice, “They’re very different people, so you get to play the ying and the yang of the sisters. And it is kind of weird to be number one and number two on the call sheet on set. That’s probably not going to happen again in my life.”

Is she a horror fan? Dormer squirms. “I’m a scaredy cat,” although she says she likes atmospheric chillers like The Others, It Follows and The Orphanage.

“I wanted to do it because it’s more a psychological thriller horror, it’s a psychological unravelling, which is what the true genre should be in horror, I feel. It’s not so much the forest is evil, more that the forest reflects your own demons back at you. So basically, if you’re repressing pain, or repressing baggage, it will bring it to the surface and chuck it in your face.”

So in a movie all about facing fears, what are hers?

“Interval training.”

Dormer’s self-deprecation is a built-in feature, like her foxy feline face, and unexpectedly hearty guffaw. She grew up in Reading, with her mother, stepfather (a builder) and two younger siblings whom she liked to boss around, and had a provisional acceptance to read history at Cambridge. When her grades didn’t stack up, she took it as a sign that radical change was required, switched to acting and moved to London with a boyfriend to audition for drama schools.

Her first film was Lasse Hallström’s Casanova, three months after graduating from drama school. On set she played chess with star Heath Ledger and so beguiled Hollywood that Disney signed her up to a three-picture deal, placing her in the Keira Knightley bracket at 23 years old. “Then Disney didn’t exercise their deal with me, and I found myself unemployed for nine and a half months. So the biggest lesson I learned from the start was never to take anything for granted.”

She paid her dues working as an usher at The Lion King and as a cocktail waitress who can still free-pour a double vodka, but also appeared on stage in Pride and Prejudice, School for Scandal and Under Milk Wood.

It was Anne Boleyn in The Tudors that helped her get ahead in show business, albeit by losing one. In a series full of compelling characters from star Jonathan Rhys Meyers as a sensualist Henry to Jeremy Northam’s man-out-of time Thomas More, Dormer more than held her own, turning Anne from a victim of Henry VIII and his court into a sly political force of her own until the end. “We shot my execution in Dublin’s Kilmainham Gaol where so many real executions had taken place,” she remembers, “I already felt emotional, saying goodbye to the character, but on top of that, my green room was one of the cells. I ended up standing outside between takes, rather than being left alone in a cell waiting to be beheaded.”

It’s a remarkable rise for the actress, who turned 34 last week. “But Malcolm Gladwell said you can’t become good at something until you have practised it for 10,000 hours,” she counters. “I’ve done that, I’ve been in this job for ten years, and I know the sort of projects I’m interested in.”

In the pipeline there’s Patient Zero with former Doctor Who, Matt Smith and Stanley Tucci, a movie about a pandemic where humans become an intelligent new species known as The Infected, as well as Official Secrets, a spy thriller with Harrison Ford, Anthony Hopkins and Paul Bettany. “2016 will be the year of Natalie,” she jokes.

Closer to home and her heart are the preparations for In Darkness, a Hitchcockian revenge thriller she’s been writing with her Irish fiancé, Anthony Byrne, who is a writer and director. Filming begins next month, near their Richmond home, with Dormer in the lead as a blind musician who hears a murder, and Byrne directing her.

“It’s a first for us – and how great is it that we’re doing this kind of work before we get married?”

Dormer lets rip her crockery-rattling laugh. “You know, just to be sure.”

• The Forest (15) is showing as part of Glasgow Film Festival (www.glasgowfilm.org) on Thursday 25 February and is in cinemas the following day.