Sometimes you have to ask the obvious question.

So Claire, I say, to the young woman in front of me, what's it like to have your head chopped off?

"It's relatively painless, actually," she replies, laughing. "People have been most interested in that scene. Obviously you think 'how are they going to do it?' But they weren't ever going to CGI my head flying off or anything because it would just looks ludicrous."

You heard it here first. When Anne Boleyn gets her head chopped off (oh, come on, that's not a spoiler; everyone knows what happens to her) in the BBC's historical drama Wolf Hall which starts on Wednesday there will be no ghoulish tracking shot right into her bloodied neck stump (the director is Peter Kosminsky not Quentin Tarantino, after all).

Claire Foy's role as the second wife of King Henry the Eighth (played by some bloke called Damian Lewis) is why we're sitting together in a Soho office this afternoon talking about English history, Scottish accents (she doesn't know if she's good at it but she knows she "bloody loves" doing it), period drama and definitions of ambition.

The actress, whose CV takes in everything from the title role in the BBC's adaptation of Little Dorrit to Lady Macbeth opposite James McAvoy in the West End and includes playing a witch opposite Nicolas Cage (an experience she is rather droll about), is a month married - to fellow actor Stephen Campbell Moore. She is six and a half months' pregnant when we speak, and waiting for her life to change utterly. "For all I know I'll be a completely different person," she says, rubbing her stomach.

Time, then, to get some idea of who she is now.

Claire Foy was born in Stockport in 1984, loves Michael Palin, Doris Day and Meg Ryan ("she's really underrated and unfortunately I think she's done something weird to her face"), fears she'll never be edgy enough to work with Steve (12 Years a Slave) McQueen (even though she was once chosen as a face of the future by no less than PJ Harvey) and now and again will say something that will make you laugh out loud. Here she is on her role in the BBC's ill-fated revival of Upstairs Downstairs which came in for inevitable - and diminishing - comparisons with Downton. "They were definitely played off each other. You couldn't not. But they couldn't have been more different. There was something quite sweet about Upstairs ... apart from the fact I was playing a Nazi."

Ah, yes. Nazis. That's the thing about Upstairs Downstairs. It's a period drama. She's also appeared in The Night Watch, a BBC adaptation of Sarah Walters's Second World War novel. Another period drama. And, as already mentioned, she made her debut in Little Dorrit. Period drama. And now Wolf Hall, the adaptation of Hilary Mantel's award-winning novel. I'm sensing a pattern. Why are we so obsessed with costume dramas, Claire?

"I don't know. Personally, I don't think that Wolf Hall is costume drama. I know that's really stupid because everyone is wearing costumes. But it's not costume drama in the sense that you know."

She pauses. "I don't know why I think that. I suppose it's because it's not just kings and queens. It's a complete reinvention of a period of history. It's a first-hand account, it's gritty and it's not 'look at the lovely buildings, look at the lovely costumes'. People are living it and breathing it and having conversations that you'd have now."

Before she took the part her take on Anne Boleyn was little more than she remembered from school. "I had the idea she had six fingers, warts and was a bit of a floozy. You know, a bad egg."

Then she read Mantel's book and subsequently adopted Thomas Cromwell's opinion. "I thought, 'God, she's really unattractive and horrific. I just don't get it'. And when Peter asked me to audition it seemed like an insurmountable thing to me to get past the books and what I as a reader had decided she was like, how to make her appealing when she seemed to me to be such an obviously manipulative and horrible character."

Still, as Kosminsky pointed out to her, Anne Boleyn must have had something about her to catch the eye of Henry the Eighth. That caused a rethink.

So having played her, what's her take on the woman? "She's not Julia Roberts. She is an ordinary person. But she has something." Remembering the beheading scene, she reframes her answer in the past tense. "She had a way of being that no one else at the time had. I think that's the thing about Anne. She had tremendous belief in herself, belief in her ability and her brain and her knowledge and her attributes and her ability to talk to anyone. She read loads and was really intelligent and flirted and was a bit sexy, I think."

Are these attributes Claire Foy could claim of herself? Not always. She certainly doesn't seem to have had a lot of self-confidence and self-belief (let's pass on her sexiness, shall we?) in her younger years.

When she applied to study acting as part of a joint honours at John Moore University in Liverpool she didn't apply to the full drama course because, she says, "I couldn't bear the idea of doing an audition. I couldn't bear the idea of standing up and doing a speech. It was so crippling. Which is ridiculous.

"I'd sit there and watch the other people applying for single honours drama. They got up and they knew their lines. And I'd be thinking 'how are they doing that?'"

Yet within a few years she'd landed herself the title role in the BBC's big budget version of Dickens's Little Dorrit in 2008 and everyone from Matthew MacFadyen to Tom Courtenay were singing her praises. How does she explain that? "I don't really know. I had a loss of fear in a way. I think when I was at university I just ... it was quite a safe place and I had nothing to lose. I hadn't done any acting at all for three years and then in third year all the joint honours students got together and put on a play and it was great. It was only then that I thought 'I feel good about having done it, even though it's terrifying. I feel like I've achieved something.'

People told her she was good in it too. That helped. "That was something I'd never had before." She went on to the Oxford School of Drama. Yet even then there was fear. "I was so scared everyone would be 'musical theatre'. I don't know where I got that from. I didn't know any actors. I presumed everyone would be like in Fame and it would be awful."

Turns out no one was singing Think of Meryl Streep. Next thing she knew she was the new face of British acting and Little Dorrit's writer Andrew Davies - the go-to guy for adapting classic novels - said he wanted every shot of the series to be "a big close-up of Claire and those huge eyes and that wonderful straight gaze".

Result. Well, kind of. "It definitely wasn't thrilling. Not even a moment of thrill. When I was shooting it that was thrilling. I think the majority of people I speak to have a moment where they go 'Oh really? Hurray.' And then go, 'Oh my God, oh my God, oh my God'.

The truth is, she says, "I wasn't really prepared." She'd been doing temp jobs for months after leaving drama school, and "pissing off" employers by disappearing for auditions. " So when I found out about Little Dorrit I was like 'no, I can't sustain this. I need to go to bed. I was doing a play at the time and I definitely suffered from a existential crisis. I couldn't go on stage and I was terrified and I think it's because all of a sudden something was happening that I thought I wanted and you're supposed to be full of the joys of spring and I was just feeling dread and fear.

"But then luckily I started the job and it was amazing. There were so many things about that job I've never experienced since."

That requires some elaboration, Claire. "They spent loads of money and we had a whole back lot at Pinewood studios. They built an entire London set. That never happens. There was 80-odd cast."

The only thing she'd change, she says, is she would have spoken up for herself more. "Then I was 'yeah, yeah, do whatever you want. Yeah, I'll wear that'. You don't really stand up for yourself when you first start working and you soon realise that you have to because no one is going to stand up for you."

Still, vocal or not, the part opened doors. Before long she was off to Hungary to play a witch opposite Nicolas Cage in Season of the Witch. She starts to cackle witchily when I mention it. "Uuuuh... it was great. It was amazing but just ludicrous. I stayed in the Corinthia Hotel in Budapest in an apartment. I had two bedrooms. Ridiculous."

What's the definition of ludicrous in this case? "There was a thing about it that seemed so frivolous. The way they spent money, the decisions they make, you just think 'it's bonkers'. They were so f****** terrified all the time of making the wrong decision. 'People aren't going to like it'. No one can just say that's a great costume. Wear that.' Or 'that line's great, keep it in'. It's all 'maybe we should ... what do you think?' 'What do you think?' Someone make a decision!

"I'd gone from a production for the BBC where decisions were made because you had to, because they didn't have the money to fanny around, to something where there was all the time in the world to fanny around. And people were just fannying around."

Would she do it again? "Definitely. But I much prefer having a closer relationship with the work and feeling like you have an input as opposed to 'the writer's not here, say the lines, stand over there. The most important thing is whether we have you wearing a fake tan or not'."

What are the best and worst things about her job? "The best thing about it is getting to do it. Sitting somewhere and thinking 'I'm in a costume and I'm on a set and we're all acting together, all pretending and I've forgotten that I got up this morning and came to work. Here I am having a lovely time and using my brain and my imagination ...'"

" I don't really know what the worst thing is. It is a job and you can't get away from the fact. You work really long hours, you get tired, you get p***** off with people, you get hungry, you get annoyed that you can't do things. It's not this magical, mystical thing. You're not going to ascend the heights of Tom Cruise and have a helicopter. That's not real."

How about the fact that you are judged on how you look? "Yeah. But no more than in normal life."

Yes, she's had people discuss her hair, her clothes in front of her, made comments that her waist could be thinner. "But I don't really care. I can't change my face. I can't change my personality. You can only believe in yourself."

What does the word ambition mean to her? "I don't know. It's quite an ugly thing on its own. A bit weird. A bit pointless. But ambition to be happy is quite a good thing. To have ambition for yourself and those around you and to do a good job.

"But you can't live on ambition alone. Because you'd be really mean. I'm ambitious for myself to do well. I hope I'm ambitious to be a good mum. But also, you have so little control over everything. For all I know Peter could have edited me out of Wolf Hall."

Unlikely, let's be honest. Anyway, she's about to start a new role. She's lucky, she says, that acting is a job that allows her to take time off for her impending motherhood. "I could have a year off and not have worked and it wouldn't be massively important. I don't think there's any other profession you'd be able to take your baby to work. Not many people have that luxury."

Inevitably she's been reflecting on childhood. The one that's coming and the one behind her, the one spent in Stockport, Manchester, Leeds, London and out in the country near Uxbridge with her brother and sister. "We're a massive Irish family on my mum's side and I've been thinking about this a lot recently, the things we used to do. There would be 30 of us. Everyone would stay at my nan's house in Edgware and we would have breakfast the next morning. My nan and granddad would be cooking a fry up. It was the late eighties, early nineties, and all my aunties had massive hair and massive glasses and we were all sat around the children's table.

"My children probably won't have that. We took it for granted that when we went to my nan's house there would be 10 other children to play with."

She can see in her family story a slice of British social history. "I do think about generational things. I think how quickly my nan and granddad's life - coming to London where the Irish were completely stigmatised and they just worked themselves to the bone - six kids in a two up, two down. And then suddenly my mum - the eldest - went to university and you think 'crikey, that's not many generations from real working class to everyone being middle class and having a lovely time. It's a real testament to them. You just hope you can enforce that with your own kids. Not everybody goes to a French villa on their holidays. Not everybody has olives."

Claire Foy goes off to have her photograph taken. Her head is firmly on her shoulders.

Wolf Hall starts on BBC Two on Wednesday at 9pm.