NOW, at 42, Kelly Macdonald says she finally feels secure in herself. Secure in a way that she didn’t when she was in her twenties and thirties. “If a twentysomething told me they had it all sorted out I’d feel like shoving them in the face,” she tells me as we sit in a room in Edinburgh’s Caledonian Hotel.

Did you think, Kelly, you had it “sorted” when you were in your twenties though? “Yeah. I thought I had it all sorted when I was 17.”

When did you realise that wasn’t the case? “I don’t know. God. I’ll look back at 42 and think ‘what the f*** did you know?’ Nada.’”

It’s June, the first day of the Edinburgh International Film Festival. Macdonald is dressed in white linen and an air of relaxed contentment. Later she will change into her glad rags for a red carpet moment. Her latest film Puzzle is opening the festival this evening. She’s in every scene of the movie.

It’s a small indie film but Macdonald is great in it. But then she’s been pretty great in everything she’s done since she first came to attention in the original Trainspotting movie back in the mid-1990s. She has a career that stretches back two decades now. So maybe Macdonald has every right to feel secure.

The fact is, though, Macdonald has always come across as impressively self-contained. I first met her in 2003 when she was promoting her role in the BBC political thriller State of Play and she wasn’t any less in control of what she wanted – and didn’t want – to talk about. But if anything she seems a little more self-confident now. Back then there was a sense of drift careerwise. Now there’s a sense of drive.

Maybe she is a little softer around the edges these days. Motherhood – she has two young sons Freddie and Theodore with her former partner Dougie Payne of Travis fame – might have something to do with that. But what comes across is someone who now knows what she’s worth, someone who has lived a life, and all that entails.

It helps perhaps that, professionally, things are going well. She’s just finished a long, arduous shoot in Scotland for a new BBC series The Victim, she’s about to fly to Australia to shoot an independent movie, Dirt Music. Oh, and she has also made a comedy with Will Ferrell no less, called Holmes and Watson. Unfortunately, Macdonald plays neither of the title characters (that would have been fun). Instead, she’s Mrs Hudson.

“I had so much fun on that film because it was completely out of my comfort zone,” she says when it comes up, “and there was something incredibly freeing about it and creative. I got to be in charge of my character and what she said. We got to play around.”

You’ve been improvising on set? “Yeah, which was terrifying at the beginning. Then once I got into it a bit it was just great. And having Will Ferrell give you the thumbs up is no bad thing.”

Here’s the question, Kelly. Do you get to kiss Will? “No, I got to stick something up his bum. That’s not quite the same thing.”

She’s come all the way from Glasgow today. Her spell living in New York filming the lauded TV series Boardwalk Empire is now behind her.

“I’m really lucky. I glad I had my New York years. I vaguely wish I had done a wee stint in New York before I had kids because it’s the city that never sleeps, but when you’ve got kids you’re generally home by 5.30 at night so I’ve not had that kind of New York experience maybe when I’m older and they’ve gone I’ll try that.”

The Herald:

Of all the stars of Trainspotting Macdonald’s career trajectory seemed to be the one that took longest to really get going. While her co-stars Ewan McGregor, Jonny Lee Miller and Robert Carlyle stormed ahead, she spent the early years of her career in either small indie roles or standing at the back of the screen in larger ensemble movies. On at least two occasions, Macdonald says today, she made phone calls to her agents saying she maybe needed to think about a different career.

“For a long time I was just pleased to get another job. Trainspotting could have been it really. I’m so grateful when I look back that it wasn’t a huge leap into stardom like, off the top of my head, the Twilight actors. I wasn’t catapulted. It’s been pretty slow and steady.”

And yet the fact is over the years Macdonald has pushed herself to the fore. She’s been a Disney heroine (Brave), worked with the Coen Brothers on No Country for Old Men, and Terence Winter and Martin Scorsese on the aforementioned Boardwalk Empire. When I talk to Puzzle’s director Marc Turtletaub he doesn’t mention Trainspotting at all. He says he wanted to cast Macdonald in the lead after seeing her in No Country and Boardwalk Empire. (Oh, and in Richard Curtis’s The Girl in the Café opposite Bill Nighy).

“She is able to lose herself in the role,” Turtletaub suggests, “so it doesn’t matter whether that’s a southern woman from Texas in No Country for Old Men or a suburban housewife or a girl in a café.”

Puzzle is that rare thing – and isn’t that disgraceful? – a film that is first and foremost about a woman. Macdonald’s character Agnes lives in suburban Connecticut with a conservative husband and two grown-up sons who begins to chafe at the constraints of her existence. She starts making jigsaws – the puzzles of the title – and soon finds herself heading off into New York city and on course for a new romance.

That said, the film doesn’t go where you expect, I suggest. She nods her head. That’s what she liked about it.

“I played a Disney princess Merida and what I loved about Merida it wasn’t about the knight in shining armour coming to rescue her. She could manage perfectly well on her own, thank you very much. And that’s what I enjoyed about this story as well. It’s about this woman. It’s not about a man completing her. It’s about her completing her and finding this unusual tool [to do so].”

Macdonald’s own journey began on a council estate in Newton Mearns where she lived with her mother and her younger brother. Working in Glasgow bars as a teenager acting was the dream.

“At 17 I wasn’t an actor, but I wanted to be. And I imagined it would happen. I just didn’t quite know how.”

The legend goes that she went to the Trainspotting audition after seeing a flyer. “Yeah, it was yellow.” According to legend, the flyer read either: “Do you want to be the next Patricia Arquette?” or “Do you want to be the next Sharon Stone?” Reports vary.

Can she remember? She puzzles at it for a moment. “Sharon Stone? I don’t think … It was Kate Moss weirdly, who’s not even an actress.

“It was Patricia Arquette and I feel like Kate Moss on the flyer. I’m going to have to check when I go home.”

You still have it? “I still have it. It’s buried away somewhere. I don’t keep a lot of things but… I tend to give them to my mum and then I get them back 20 years later.”

Anyway, she says, if she had had a choice she’d have liked to be the new Patricia Arquette.

“Oh God, Patricia Arquette is awesome. I worked on a project with her and I got to sit beside her in make-up. We never had a scene together. But she’s a rock star. She’s amazing.”

There’s another thing, I say. I’ve read that when you went for your Trainspotting audition that you had to play out a sex scene. That can’t be right, surely?

“No, they mentioned it because they had to be clear about it from the very beginning.”

She pauses and thinks about the very idea of it. “That would be hashtag #MeToo stuff.”

Very much so. The last 18 months have been a wake-up call for the film industry. Does she feel we are finally on the verge of changes? “I think so. I think it’s a conversation that needed to be public. I think it’s a conversation that has been had in the industry for decades and it’s about time. It’s just about giving the females in whatever industry the confidence to know what they know in their gut is right.”

That’s the thing. It’s not just in the film industry, is it? “It’s everywhere. And I can safely say there is no behaviour of mine that I have to reconsider about how I talk to a man. I think it’s that simple. A lot of men are saying: ‘Am I allowed to say that? Am I allowed to think that?’ Well, you should think about that stuff.”

It’s all that nonsense from men who say: “I don’t know if I can talk to a woman on a bus now,” that bugs me, I tell her.

“Exactly. What the hell would you be saying?”

The distance from there to here, from Newton Mearns to walking the red carpet at the Edinburgh Film Festival can be measured in a number of ways. There are her two kids for a start. Her life these days is a round of school pick-ups and making the dinner, she says.

There have been changes in the last year. It emerged last autumn that she had separated from her husband Dougie Payne. The only question I want to ask about that, I tell her, is how is she? “I’m grand, thanks for asking.”

There is also a distance between the quiet young woman I met in 2003 and her fortysomething equivalent; one that expresses itself in a greater sense of autonomy now. And someone who is not afraid to talk about the word ambition.

“It’s a thing that I’m proud of now that I used to be a bit ashamed of. I think it’s a very Celtic thing to not get ahead of yourself or don’t get too big for your boots. There’s that annoying Scottish saying ‘what’s for you won’t go by you.’ And ambition is saying you put in the effort. And I work hard and I do have ambition. It’s not a dirty word …”

She smiles and adds: “But I said it quietly.”

Well, what does that entail then? “I’m desperate to do something with one of the big American directors like Spielberg. Basically, I want to do an Indiana Jones or something like that that my boys can enjoy.”

Macdonald had only a small part in the Trainspotting sequel T2 Trainspotting. I wonder what that experience was like? It was quite a melancholic film in the end.

“It was. It surprised me. I was only in for a couple of day’s filming and we lost a lot of the stuff that I actually shot. But it was very nostalgic. I had no idea they were going to show footage from the original. It was a very special time for me and enough time has gone by that it felt like a reunion.

“The first one I was really young, really green, knew nothing, could barely speak to the boys unless I had a couple of drinks in me. I was just very shy.

“I can’t quite believe that I was given that opportunity. I wasn’t cool. They were so cool, those people making the film and the other actors in it. It was the billboard for the nineties.”

She was on that billboard, of course. “I was.”

You can tell us now, Kelly, which one of the cast did you fancy most? 

“No, they were just unattainable,” she laughs. “I could barely make eye contact with McGregor.”

It’s why T2 was such a lovely experience, she says. “That was what was nice about going back and feeling … We were both in the green room a lot of the time just waiting between set-ups and it was just so lovely to be on a level pegging.”

Kelly Macdonald has proved herself. Even if it was only herself she needed to prove it to.

Puzzle is in selected cinemas from Friday.