Evan Rachel Wood doesn’t need to hear your Westworld theories. She’s already thought them herself.

The HBO hit sci-fi drama’s Emmy-nominated star is currently at the center of season four’s biggest mystery. After her host character, Dolores, died in the show’s season three finale, Wood is now—allegedly—playing a completely new character named Christina, who writes games and goes on bad blind dates that are arranged by her roommate (Oscar winner Ariana DeBose). Despite the repeated insistence of cocreator Lisa Joy and Wood’s hair-color change, are we sure that Christina isn’t actually Dolores?

“Well, I asked at the beginning of the season, ‘Is there any shade of Dolores in here?’” Wood recalls. “And I was always told, ‘No, start over. Completely different.’”

With more than half of Westworld season four still to come, there’s surely some sort of twist on the way. But until then, we chatted with Wood about sifting through her own Westworld theories, reuniting with returning star James Marsden, and being thankful she’s playing Madonna in a film that is not about Madonna.

Vanity Fair: I’ll admit that it was a bit of a struggle preparing to speak to you, just because of the constant mystery surrounding Westworld. Do you also find it challenging to discuss the show when we’re still at the early stages of a season where, never mind answers, we don’t even know all the questions yet?

Evan Rachel Wood: It is tough sometimes. And it’s tough sometimes to watch people struggle with a mystery, or get frustrated, because you know all the answers. So you have to sit there and go, “It’s right in front of you, you just can’t see it yet. It’s going to be so good, just wait!” That’s usually the hardest part.

So does that mean you’re keeping an eye on all the theories and speculation?

I don’t, because we go through it ourselves while we’re filming the season. We only get information incrementally episode by episode, so I’ve probably already gone through every theory about my character myself. But sometimes it’s nice to see that other people thought similar things that I did.

Considering Dolores’s fate at the end of season three, how surprised are you that we’re even here talking about you starring in a new season of Westworld? Or had they long ago keyed you into the grand plan?

Luckily they know how much we love our characters and the show, so they weren’t so cruel to James [Marsden] and I. We were given a heads-up about what would happen to our characters, but we had no idea in what capacity or what form we would be coming back. So it is bittersweet in a way to think, Oh, okay, well, this character that I’ve been building is dying. But there is something exciting about getting to rebuild somebody new. And that’s what the show does every season—it’s always new.

From everything we’ve been told, Christina is a completely new character. Does this almost feel par for the course when it comes to you on Westworld? You could argue that you’ve been playing a different character each year.

Yes! I absolutely feel like I play a different character every season, and that the show sort of reinvents itself every season. First season, there was Dolores, the rancher’s daughter. Second season was Wyatt, who was the revolution bringer. And then the third season, it was this duality with Tessa [Thompson] and I and this sort of modern version of Dolores. And now she’s a completely different person—she’s human. So we really are getting to see sort of every iteration of her.

What were the conversations like with [cocreators] Jonathan Nolan and Lisa Joy about you returning in this capacity? Did you have a lot of questions, or were you kind of like, “I trust you guys, just tell me when to show up?”

The first thing that Lisa said to me was, “You’re basically playing me this season.” And I think I maybe took that a little too much to heart, because I really clung to that idea of somebody like Lisa Joy being the center of the show—someone who is an incredible intellect, with an incredible heart. And now I’m going to stop talking about Lisa and I’m going to talk about Christina. [Laughs.] I just want to make sure you know that I’m separating the descriptions! Christina is more unsure of herself, and she loves poetry and romance and she wants adventure. She’s like Dolores in the way that she longs for something more than what the world is offering her, and she also has this horrible, unsettling feeling that something is actually wrong in her world.

Since we’re being told that Dolores is dead, did you feel like you had to mentally close the book on Dolores? Or is she always in the back of your mind when it comes to this show?

Well, I asked at the beginning of the season, “Is there any shade of Dolores in here?” And I was always told, “No, start over. Completely different.” So yeah, I tried to approach it as somebody who would have no awareness of any type of monumental past that Dolores has.

You mentioned Christina being human, and Lisa has said that she enjoyed getting to write more modern content for once—“roommates, banter, and bad dates.” Was that a change you also appreciated?

I think that we both felt the same way. We love Dolores and her sort of infinite wisdom and power, but it is nice to revisit my vulnerability. So for me as an actor, it was fun coming to a show where everyone seems to want to play a host, but I really wanted to try my hand at playing a human.

You mentioned the return of James Marsden, after he was last seen in season two when Teddy killed himself. Did you always know that you’d work with him again?

Yeah, I knew that they were going to keep him out for an entire season to really drive it home that he was dead. And I was so dedicated to the surprise that I didn’t tell my family that I knew he was coming back. I let them believe that I didn’t know whether he was coming back or not so that they could have the genuine surprise.

What can you say about what to expect in regards to James’s reappearance, and what his character’s relationship might be to Christina? We’ve heard that they’ll be going on a few dates, and we’ve seen him seemingly keeping an eye on her.

Clearly it looks as though he's keeping an eye on her, possibly still protecting her. So could that mean that this is Teddy, or a version of Teddy? Or is it somebody else that looks like Teddy? I mean, that’s the thing about Westworld. Yes, James Marsden is back, but do we know if he’s good or bad? Do we know if he’s Teddy? Do we know what’s happening? Will Christina even know who he is, or is he a new character? That’s what remains to be seen and what’s fun about their story line.

The return of James and the addition of Ariana DeBose only bolsters what might be the most loaded cast on TV. You’ve essentially gotten to work with all your costars at some point, but then you’ll go seasons without working with them again. What’s it like constantly jumping around to different talented scene partners?

And you’re put through such intense experiences together. So the first season, Jimmi Simpson and I were sort of going through it, and then the second season it was James Marsden and I, and the third season Aaron Paul and I. The fourth season, there’s a bit with Ariana, but I’m much more of a loner—and it was a more lonely experience. But the bonds that you make with these actors that you shoot the show with are pretty deep, because you’re out in the middle of the desert shooting the most insane things you’ve ever shot, ’til all hours of the night, just pouring blood, sweat, tears, and everything you have into this thing. And then after six months, that all goes away and you just have these weird memories of this thing that you guys made together.

But it’s this lifelong friendship, and one of those things where if you see somebody while you’re out at a party or a bar, everything stops and you have to go over and say hello to that person because you’ve done this thing. I think it’s like what they said at the Friends reunion—it’s so true. [Laughs.]

Do you feel like you’re approaching the endgame of the show? Have you had those kinds of conversations with Lisa and Jonathan?

I definitely have got one more season in me before the robots will age, and I’ll be closer to 40 when this show ends than I was when it started. So I think we’ve all held up pretty well, but it clearly cannot go on forever—there’s only so many special effects!

Many people are assuming Christina is Dolores in a simulation, or Dolores with her memories wiped. Right now, do you want to fuel that fire, calm that fire, or just stand to the side and watch it burn?

You have just got to surrender, because I don’t even really know, you know what I mean? Truly anything is possible on the show, so you can’t rule anything out. That’s all I can say.

I can’t talk to you and not ask about your upcoming portrayal of Madonna opposite Daniel Radcliffe in Weird: The Al Yankovic Story. Was the experience on the film as delightful as it seems like it must have been, and did it alleviate some of the pressure of playing Madonna?

[Laughs.] It absolutely felt like less pressure. It’s not a Madonna biopic, and it’s a comedy, so none of it really is rooted in any kind of reality. That being said, I did tell the director [Eric Appel] that I was going to bring him my best Madonna because this is not something you do halfway. But I had the best time. I thought, Oh, this is dangerous because I’m only going to want to do comedies now, and Daniel said he feels similarly, because how can you not have fun? I can’t wait for people to see who the rest of the cast is and how hilarious and wonderful Daniel is in this movie.

Based on the rumors about the casting process of the Madonna biopic that Madonna herself is directing, it sounds like you got off easy.

I heard there’s a boot camp, right?

Yes!

Wow. Yeah, I mean, I was lucky because I didn’t really have to dance and sing in the film, but I did study her early ’80s interviews for about a month beforehand to try to get the voice and cadence down as well as I could. And man, that woman is a genius. I loved watching her interviews because she just knew exactly what she was going to do—and then she did it. She’s amazing. And she disarms everyone who interviews her too; they did not know how to talk to her.

Well, I can’t wait to see you as Madonna, and I can’t wait to see what happens with Christina.

I’m really excited for this season. Personally, I think it might be my favorite since the first. There’s something about it that reminds me of [season one].