Jaimie Alexander sure knows how to make an entrance. In the first scene of her new NBC drama series Blindspot (premiering tonight at 10/9c), she emerges from a duffel bag in the middle of Times Square, totally naked and covered in tattoos, with no idea who she is or how she got there. And as it turns out, she’s no ordinary Jane Doe. She’s a martial arts badass who speaks multiple languages, as the FBI soon discovers, but can’t figure out if she’s Special Ops, Navy SEAL, CIA or a ruthless killer.

Behind this intriguing mystery is an actress who is no stranger to playing unusual and unusually capable women, from her breakout role as superhuman Jessi XX in Kyle XY to her recurring role as Asgardian warrior Lady Sif in the Thor flicks. With other credits including Nurse Jackie, The Last Stand, Love and Other Drugs, and The Brink to her credit, Alexander has her highest profile role to date in this buzzworthy thriller.

She talks about being nude, tattooed and kicking butt in this candid conversation.

“I think I just found my niche. When I moved out here, all the castings were for the blonde bombshell, the bimbo. I could not fit those characters even if I tried. Then action became the thing and there was me and maybe four other girls.”

What was it like being naked in a bag in Times Square?
When I got into it I thought, ‘I don’t remember rehearsing this in that small of a bag.’ It was so cold—it was in March, when the Hudson had ice in it—so the shaking was real. There were moments I didn’t want to come out of the bag. It was like a little cocoon. It was a little scary at first but it was fun. You can’t be self-conscious. You just have to go for it. It was one of the most epic things I’ve ever shot. Just to look around and see such an iconic space completely vacant was almost apocalyptic. It was definitely a shock to my system, but so worth it.

How long does it take to have the tattoos put on?
Full body, seven and a half hours. And if I’m in a three-quarter sleeve, an hour and a half to two hours. It lasts a few days.

Doesn’t the process ever drive you crazy?
You just have to come from a place of acceptance; you just go with the flow. We have a great time. We listen to the Beatles on Pandora.  We have good coffee, good conversation and the hours fly by.

Do you have any tattoos of your own?
I have nine of my own that are strategically covered by Jane’s tattoos. One of my most favorites is, I have four brothers, and I have their initials on my right arm.

Do you do your own stunts?
Yes, but I have an amazing double; we have to tag team ’cause we get beat up pretty bad. Her name is Ky Fernaux. She’s like the female Bear Grylls. She’s created a bunch of survival shows and written a book. We’ve known each other for 10 years. She takes care of me. We learn fight sequences the day of, on the fly. It’s intense.

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What have you been doing to physically prepare?
I’ve been doing a lot of weight training, flexibility training. When I play Lady Sif in the Thor films, it’s very fancy moves, glitz and glam. This character, it’s hand-to-hand combat, realistic moves, using my body weight and size against the opponent. It’s a lot more rough, brutal and efficient. I’m taking more of a beating on this one than I ever did on any of the Thor films.

Why do you think you’re cast as a badass?
I think I just found my niche. When I moved out here to start pursuing this career, all the castings were for the blonde bombshell, the bimbo. I could not fit those characters even if I tried, even in a comedy. Then action became the thing and there was me and maybe four other girls that were doing it at the time. I have a huge fight background, so my own skill set definitely influences my performance and makes it possible. I was a wrestler growing up. I started the female team at my school to create an opportunity to learn self‑defense for the young women in my grade and the grade below mine. Only lost two matches in two years.

Did growing up in Texas with four brothers toughen you up early on?
They definitely helped build the backbone I have today that makes it possible for me to play characters like this. My childhood shaped who I am today. I take influence from my past, for sure.

There are several new shows with strong female leads this season. What sets Blindspot apart?
It definitely will have its own identity. It’s a very interestingly shot show. The tone and the mood is like nothing you’ve ever seen on network TV. It’s very dark. The lighting is very peculiar and abstract. It’s very artistic all the way around.

The first episode leaves lots of questions unanswered.
There’s a lot that ends up happening in episode two. Shit hits the fan pretty quick. There are no filler episodes; everything is so fast paced.

Do you know where it goes from there?
No, I don’t, and I like that. I’m all about the journey, not the destination.