In his 30-year career, Sean Bean has become known for playing kings, warriors and fantasy heroes and villains—and often dying a spectacular death before the credits roll. That was his fate in the Lord of the Rings movies, Goldeneye, and most shockingly, when his character Ned Stark lost his head in the first season of Game of Thrones.

His latest role in the TNT series Legends (Wednesdays 9/8c) is something of a change of pace for the 55-year-old British actor: It’s set in the contemporary real world, and he’s not likely to kick the bucket any time soon. But the part is at least as challenging as any he’s played before. As deep cover FBI agent Martin Odum, he adopts a myriad of personas—to the point where he can’t discern which identities are real and which are in his imagination. We asked him about that, Thrones and playing a human-bee hybrid in Jupiter Ascending. No really.

Were you looking for a TV series?
Not really. After Game of Thrones, I had a bit of a break. I did one role where I played a transvestite, in a [British] series called The Accused. I was a schoolteacher in the daytime and then at night I went out dressed to the nines as a woman—high heels, stockings, blonde wig—and that was a hell of a challenge to play. But it was thoroughly enjoyable, a very thrilling part to do and I think I carried it off. I got a lot of plaudits for it.

“So they said, ‘By the way, you do get your head chopped off at the end of the first season. But up until then you’re in it all the time. It’s a very big part, a very good part.’ And I said, ‘OK, fair enough.’ ”

What attracted you to this role in Legends?
One of the attractions was playing multiple characters, which I have never done before. Also, I wanted to work with [producer] Howard Gordon because of his track record and pedigree. And what a great cast–people around me who are wonderful actors, very supportive, and the storylines were fascinating. I just thought it was interesting to follow these characters that went undercover and to kind of see what the psychological consequences were by doing that, having to totally believe that you were someone else, imagine yourself in another character, and still try and lead a normal life with a wife and child. I think that deals with a very serious psychological dilemma that these guys or girls face when they go undercover.

Did you do any preparation or training for it?
Yeah, I try and keep myself relatively fit and the job itself requires a lot of running around and quite a lot of physical activity. I trained with guns and stuff like that. I’m a great believer in being prepared for a part before you take it on. It’s crucial to the credibility of the character.

Were you surprised by the attention Game of Thrones—and your shocking exit—attracted?
We didn’t expect it to escalate into such a fabulous epic piece of work with so many fans. I met with the producers and the directors in a little cafe in Soho and they explained what it was about and who Ned Stark was. And I’d not read the books at that time so I didn’t really know what happened. So they said, ‘By the way, you do get your head chopped off at the end of the first season. But up until then you’re in it all the time. It’s a very big part, a very good part.’ And I said, ‘OK, that’s fair enough.’ You can’t go against the book. It was one season, which I thoroughly enjoyed.

Do you still watch?
Yeah, I do, on and off. I’m just kind of interested to see how the characters develop, especially like my children. They’re growing up in front of your eyes, literally. Like little Arya and Bran: they were very young people at that time and now they’ve grown into women and men. I think it’s wonderful and it’s just a wonderful production. It’s something that’s unique and totally not like anything on television. I think it could go on forever and ever.

You’ve got some films coming up, including Jupiter Ascending and Any Day. Details?
In Jupiter Ascending I play a character called Stinger and he’s half bee/half human. There’s a lot of hybrid civilizations in this universe, which the Wachowski brothers have created. I help Channing Tatum—I’m his mentor. We were flying around in space rockets and shooting these ray guns, and it was just great fun to work with the Wachowski brothers. I just thought they were absolutely fascinating, incredibly talented people that were trying to do something unique, something different. Any Day was a low budget film shot in L.A. I play an ex-boxer who comes out of prison after a long stretch for knocking someone out and they die, and I try and rebuild my life. It’s got Eva Longoria in it. It’s very down-to-earth, kind of gritty.

What’s on your professional to-do list?
I don’t know. I’ve never really had a grand plan. I just enjoy the kind of surprise and the opportunities that come along and just seeing which different parts may come up next. I haven’t got a particular character that I’d like to play. But I’d love to work with Ridley Scott and Martin Scorsese.