IN America, Karen Gillan tells me, ambition is not a dirty word. “People really celebrate it. They’re like: ‘Awesome!’” She’s not sure we can say the same on this side of the Atlantic. “I think we have a slight negative perception of the word,” she suggests. “'Oh, she’s really ambitious',” she mimics. You can hear the actor at work in the moue of distaste she perfumes that phrase with.

It is not at work in her, though. Inverness’s finest export to the new world would appear to have fully absorbed the American attitude. “I think it’s such a positive word and we should all go for our ambitions. Why not?”

Why not indeed? It is nine in the morning in Los Angeles and Gillan is meant to be on holiday. Except she keeps filling her spare time with meetings. Well, when you’re hot you’re hot. And frankly Gillan is currently somewhere north of molten.

Since leaving Doctor Who and moving to the United States, Gillan has carved out an impressive career in the world of big-budget franchises. She’s appeared in both Guardians Of The Galaxy films and spent most of last year filming the new Avengers movie.

Gillan was also one of the joys of last Christmas’s surprise blockbuster Jumanji. (Particularly the bit where she is trying to do a “sexy” dance.) Given the film’s success who would bet against a follow-up?

“I don’t actually know anything about a sequel,” Gillan says when I bring the possibility up, “other than what people are saying on the internet, so I am hoping it’s true.”

That’s for tomorrow. Right now, we have another ambition to talk about. One already fulfilled. Next weekend, Gillan will be in her homeland for the Glasgow Film Festival showing of The Party’s Just Beginning, which marks her directorial debut. This is beginning to look like showing off.

Directing a movie, Gillan says, “was the biggest learning curve I’ve been on in my life”. It was also one of the most rewarding, she says.

“I’ve experienced making films for quite some time now and it’s fun to be an actress and play your role, but ultimately you’re telling somebody else’s story. And there is such joy in that.

“But to be the person telling the story and to be the main voice behind it is something that is so exciting to me. I definitely wanted to have that experience.”

Did it raise her stress levels? “Honestly, I expected them to be higher because I have seen many a stressed director in my time as an actor. I’m kind of used to them having a meltdown at least one day. But I didn’t experience that at all.

“It’s like multi-tasking to the highest degree at times but it wasn’t as stressful as I thought it would be. I was so enthusiastic about telling the story that it was such a positive experience.”

Ah yes, the story. Gillan came up with it herself. She wrote the script and plays the lead too. Watching the movie, I’m reminded of something she told me the last time we spoke. Gillan told me then that she liked watching Michael Haneke movies. Films like The Piano Teacher and Hidden. Arthouse feel-bad movies if you want a soundbite summary. Karen, I tell her, you’ve kind of made one of them.

“Oh my God, yeah. I know. I’ve gone to the dark side.”

Set in Inverness, The Party’s Just Beginning is a story about suicide and grief and the damage we do to ourselves. Gillan plays Lucy, a young woman who has lost her best friend and who is drifting messily through life. Late nights, too much alcohol, too many men, greasy food and cigarettes. And that’s (almost) all in the first 10 minutes.

“Some of the stuff she gets up to is pretty self-destructive,” Gillan accepts. “She’s having a reaction to this terrible thing that has happened. But also, women do go out and get drunk and have casual sex. That’s a thing that happens and we’re starting to see it more onscreen. It’s realistic. But there are other elements affecting her behaviour.”

The genesis of the script – which Gillan wrote when she was 24; she's 30 now – was the statistic that the suicide rate in the Highlands is higher among young men than in the rest of Scotland. “I was like: ‘Why?’ Because it’s always at the top of these lists of best places to live. That’s an interesting contradiction.”

You might say the same of Gillan, of course. In conversation the actor and filmmaker is all sunshine and endorphins. But her imagination tends to the morbid. The Party’s Just Beginning, which also stars Lee Pace, Siobhan Redmond and Paul Higgins, is almost the polar opposite of everything on her CV.

“It’s pretty much a departure from the other stuff I’ve been doing recently, which I think is good. I don’t want to stick to the same ‘brand’ type situation. I’d rather have range and try new things.

“But, also, it wasn’t a conscious decision to make a film that is different. It just naturally came out like that. Everything I do naturally comes out dark. Even when I try to draw things, they’re terrifying.”

So, it’s not a reaction to too much Hollywood superheroics?

“It is honestly not that at all. It wasn’t that calculated. I just wanted to tell a story and it’s more in the vein of films that I would watch.”

It is not her story, she points out. Lucy is not her. I get that, I say. But let’s measure the distance between Gillan and her creation. Let’s do a test to see where she measures on the Lucy scale. Let’s map what happens in the film onto what happens in Gillan’s life and chart the overlaps.

So, when was the last time she wore deely-boppers?

“What are they? You mean the shiny things on my head? Oh, I don’t know if I’ve ever worn those before.

How many cigarettes has she had today?

“None. I don’t smoke. Maybe sporadically.”

Really? She was smoking for Scotland in the film.

“They were herbal, and they were disgusting.

Does she like chips?

“I love chips. They’re the greatest.”

Not so easy to get in Los Angeles, I imagine.

“No, my parents are here in Los Angeles and they keep trying to find fish and chips and coming home saying: ‘That was a poor excuse for fish and chips.’”

What is her relationship to alcohol?

“Once a week I really enjoy it.”

When was the last time she had a really, really messy night out?

“Oh no, I’m feeling a little boring now. I don’t remember the last time I got really drunk. I’ve been finding a nice balance of getting drunk without getting really drunk which is something I’m quite proud of.”

Can she dance while sober?

“No, I have to be drunk.”

Frankly, Karen I’m disappointed, I say. On the scale of Lucy, you’re a two at best. You’re nothing like her, are you?

“I’m not and I’m pretty pleased about this,” she laughs

The thing about Karen Gillan, I think, is that she’s fearless. Aged 16, she left home to study acting in Edinburgh. She decamped to London shortly after. And then, once she’d made her name on Doctor Who as red-headed sidekick Amy Pond, she opted to move to the US.

“I think as an only child I’m fine being on my own,” she says. “I think when people are scared of going to another place it’s usually because they won’t know anyone, whereas I’m like: ‘I’m fine with that.’

“And, also, I’m just going to places where I think there will be more opportunities as well. That’s definitely a big motivation behind all of the moves.”

These days Karen Gillan lives in downtown New York. “It’s always been my dream to live there ever since I was growing up in Inverness and watching Friends,” she says. “I’m so excited about it. I’m in a little apartment with exposed brick. I just love the intensity of the city. I love walking around, people everywhere, it’s exactly my vibe.”

Let’s rewind, Karen. About Friends? Which one are you then?

“Well, I would say Rachel because I want to be Rachel. But everyone who knows me says it’s Phoebe.”

Does Gillan think she’s now in the States for the duration now? “Oh, I don’t know. I think New York is a very special place that I’ve found. And, so, I could see that as my final destination. However, I miss Scotland so much. Ideally, I would have a place in New York and then go back to my castle in the Highlands … That’s a hypothetical castle right now.”

What, I wonder, is her definition of success and failure?

“The definition of success would be as simple as being content and happy in life. But that all depends on what makes you content and happy.

For me, I would love to make films and have a family. If I could balance those two things I’d be really content. I’m halfway there. I’ve just got to get the family going.”

As for failure, she says, it’s not being satisfied with what you are doing. “That’s so sad. We only get one life and we need to enjoy ourselves.” Gillan is trying her best to do so.

It’s almost time for her to go. Now that you’ve directed this movie, I ask, is that itch scratched. Or are you still itching to do more?

“Yes, I want to so much,” she says, her voice puppy-dog eager. “I already have 70 ideas. I’ll definitely be making more films and hopefully ones that I’m not in actually, because I’d like to have that experience.”

Can she imagine helming one of the big-budget machines that has been her bread and butter in recent years?

“I’d like to have that experience once. The films that I watch are less of those and more the dark, bleak movies so I’d like to definitely stick to what I like to watch.

“However, I feel like I’ve picked up a lot of knowledge from working on these franchises, so I would love to run one of those one day.

“But I’d like to create my own one. It would be cool to start it from scratch. That’s something I’m already thinking about. So, yeah, I hope to get to balance the darker, bleaker ones with the franchise.”

So next time we’ll be talking about her Inverness superhero movie?

“Yeah, the world needs it.”

Karen Gillan is full of ambition. That’s something worth celebrating.

Karen Gillan will be attending the world premiere of her directorial debut The Party’s Just Beginning at Glasgow Film Festival this Saturday, February 24, at 8.30pm in the GFT.

The film also shows at 1.15pm on Sunday, again at the GFT.

The Sunday Herald is the festival’s media partner. Programme and ticket details visit https://glasgowfilm.org/glasgow-film-festival