In the early stages of researching Want, a book about women’s sexual fantasies, the thing that shocked Gillian Anderson the most was the prevalence of shame. The book, which is based on My Secret Garden, the 1973 classic by Nancy Friday, is a compilation of anonymous letters by women sharing their sexual fantasies, and many of them, observed Anderson, still need permission to voice a desire – not just in public, but, “more shockingly, even in our private worlds”. To her amazement, the 56-year-old discovered she was not herself immune to this inhibition. Called upon to submit her own fantasy, Anderson says: “I kept putting it off and putting it off. I’m not a prude by any stretch and I can say any words out loud. But writing it down? I got really uncomfortable.”

It is not in the spirit of the venture to ask Anderson, who is talking to me on a video call from a hotel in Marrakech, which letter was hers, although the reader will, of course, wonder. The actor is on a few days’ break from filming a western in Canada, a gig for which she is simultaneously grateful – “I’m so fucking lucky” – and also finds herself energetically resenting. “There’s a part of me, when I’m up on the horse, that thinks, fucking hell, I can’t believe I’m having to do all this, with the rain and the wind and all of that.” This is the Anderson we have grown to know and love, the sweary, British incarnation of a formerly strait-laced American actor who, even after she has lived in London for decades and raised her two sons here, we can’t quite believe has chosen us and our accent over them and theirs. For a long time, says Anderson, she was too uptight to let the humour and irreverence of her British side show. But as her 60s approach, she has very much entered what she calls the “fuck it, succeed or fail I’m going to have fun” years of her life, and we are all the better off for it.

Hence the curation of Want, a whimsical piece of casting by the book’s publishers, inspired by Anderson’s role as Jean Milburn, a sex therapist in the hit four-season Netflix show Sex Education. The project required her to wade through thousands of sex fantasies submitted anonymously online. It is hard to imagine a modern version having the power of the original book, which, as anyone who got their hands on a copy when they were slightly too young will know, left certain indelible images. From the opening line – “In my mind, as in our fucking, I am at the crucial point … We are at the Baltimore Colt-Minnesota Viking football game, and it is very cold”; to the one about the dog (do you remember that one?!); to the contributions by suburban housewives describing what, in 1973, was clearly considered normal marital relations and to modern eyes is marital rape. As Anderson says, rightly: “Lots of women still struggle to speak about these things, even among their friends, let alone with their partners.” But what is more interesting about Want, perhaps, is where the taboos have shifted since the 1970s, and where the book’s generational anxieties lie.

There is a lot of throat clearing around fantasy being a safe space. Anderson writes in the introduction to the chapter about violent fantasies, “I can say, with utmost certainty, very few women would want … to play [these] out in real life.” There is a lot of conscientious representation of what one contributor describes as “navigating queer love and sex”, although, curiously, it sits alongside entries from women timidly and apologetically offering up their lesbian fantasies as if they are the most transgressive thing they can possibly imagine. (Anderson is irritated by my characterisation of this, but we will get to that.)

On the subject of straight women, there is a lot of this sort of thing: “My deep-seated fantasy, the one to which I touch myself after a warm cup of camomile and milk to bless my dreams, is for a man to be indelibly – and entirely ordinarily – nice to me.” And this: “I would do anything to fuck my best friend’s brother.” OK! And this: “I long to be ravaged by a tall German man.” (The presence of the word “ravaged” here, underscores the dangers of using written contributions rather than relying, as Friday did, on actual interviews; the influence of Fifty Shades of Grey’s EL James – “a man whispers invocations”; “reaching a state of sublime ecstasy” – and pornography in general is all over this book.)

There’s a lot of humour, deliberate or otherwise: “I have a recurring sexual fantasy about a dentist. It specifically involves the dentist chair and being tied down. I don’t know what it means and I’d probably be super-upset if my actual dentist tried to fuck me but … ” And then there is Anderson, in essay form at the top of each chapter, gamely and cheerfully offering interpretation and encouragement. “At the very heart of all my own fantasies,” she writes, “I am the watcher, not the watched. Or sometimes I switch between watcher and participant, maybe in a subconscious nod to my daily life as an actor. In my fantasies, I am undoubtedly a director. The privacy of my own mind is the one place where I am truly in control of when, how or even whether I am seen.”

What I find fascinating about all this is that while Friday was a cranky magazine journalist with no public profile, Gillian Anderson is not only a famous actor, but a famous sex symbol for the 30 years since her role as – to use the language of Want – the smouldering nerd Dana Scully in The X-Files. As she notes in one of the intros: “I had a surreal experience in 1996 when I was voted world’s sexiest woman by readers of FHM magazine … a type of worship not far off some of the descriptions in these fantasies.” The thinking, I guess, is what better way to encourage ordinary women to own their own fantasies than to have a hot celebrity with a down-to-earth attitude doing the same. But I wonder if Anderson’s celebrity, and the book’s invitation to address submissions to “Dear Gillian”, tips the scale in some fundamental way?

“Possibly,” Anderson says warily. “I’m not sure I got the sense that it was inhibiting anybody.” I suggest it risks introducing a performative aspect to the letters, which Anderson doesn’t think is the case. “I think we all felt that if people did feel they were writing to me, knowing how open I am – I’m pretty understanding and nonjudgmental, and I try to be as inclusive as humanly possible – people might feel safer, somehow. That they could put anything down and I wouldn’t be shocked.”

Which brings us to the lesbian fantasies. What to make of letters such as the one from a British woman who is “happily married” to a man but fantasises, guiltily, that he is dead and she’s getting it on with a woman at work? A fairly generic fantasy in other words, that is presented, amid much trembling drama, as if she were breaking the most shocking taboo. “I wonder if I’d be brave enough to let her work her way around my body,” writes the contributor, and the shame around this sophomoric fantasy strikes me, at a point in history when the world is supposed to have loosened up about gay stuff, as wild and vaguely depressing.

There is, I suggest to Anderson, an awful lot of latent homophobia in letters from ostensibly straight women who really need to get out more. Anderson looks taken aback. “Did you pay attention to what their religion was or where they were from?” (Most entries detail the writer’s sexuality, religion, location, but – a big oversight – don’t include ages.)

I did; some identified as religious, or came from conservative parts of the world, but not all. “I mean it’s easy to come at these letters and contributions from the perspective of living in our world, and more challenging to step into other people’s shoes. The fact that some of the women who contributed felt brave enough at all to press send, is remarkable.” She asks: “Did reading this book make you want to be less judgmental?” No! And I think that’s OK! This book will provide comfort not just by offering readers a chance to find fantasies similar to their own, but via the inescapably human experience of thinking, “God, I thought I was weird, but check out this bird and her crazy inner life.” Or as Anderson puts it, the project is designed “to encourage different ways of looking at how different but the same we are, depending on our backgrounds and religion. That we’re part of a melting pot. I’m hoping that it’s unifying. I hope people are entertained and moved. I hope it brings joy, and laughter. And understanding. And self-acceptance. And really encourages nonjudgment and inclusivity – that in our inner minds, in so many ways, we’re all the same.”

My takeaway, as a resentful lesbian, would be that the world is much straighter and unfriendlier than many of us would like to believe. “Yes, precisely. Which is why I don’t think we can say, ‘Get out more.’ It’s a bigger conversation for people more adept at it than I: to talk about the degree to which things, as a culture, are not as open and accepting and free as we might imagine they should be in 2024.”

A turning point for Gillian Anderson, in her life and career, was making the BBC thriller The Fall, 11 years ago. At the time, she was at a frustrating point in her professional life when none of the projects she was chasing were coming through. As an actor, Anderson has a stillness about her that is at the heart of her appeal, and for a long time, she says, it reflected how she moved through the world. “I’ve played so many serious characters, and I’ve been so serious in my life,” she says, and this was the case right until the moment it wasn’t.

Anderson’s habit of holding herself lightly in reserve has recommended her over the years for, among other roles, the lead in Edith Wharton and Dickens adaptations, and as Margaret Thatcher, Eleanor Roosevelt and Emily Maitlis, wildly different women linked by a sort of chilly hauteur that, embodied by Anderson, may have something to do with her bicultural background. The first part of her childhood took place in Crouch End, north London, where she lived with her American parents until the age of 11, when the family moved to Grand Rapids, Michigan. After the move, to a town Anderson once characterised as small and Republican, she cultivated an outsider-ish image, getting into punk in her teens and positioning herself, as she would decades later as an actor, as someone at an angle to the mainstream. This was in the late 70s and early 80s, and it wasn’t an easy transition, she says; a kid following that same journey today would, she assumes, have “less struggle than I did because of streamers, and shows like Sex Education, where there is such an amalgamation of American and British, the whole thing of where you’re from is less critical”.

Most of us were introduced to Anderson in the mid-90s via The X-Files, when she was firmly in her American phase. It wasn’t until 2002 that she moved to London full-time, and although some of the American emphases still linger (she says “process” with the short, American vowel and there is the occasional soft t), she is very British these days. She lives in London with her teenage sons, Oscar and Felix, who she had with ex-partner, Mark Griffiths, and her older daughter, Piper, who she had in her 20s with her first husband, Clyde Klotz, an art director she met on the set of The X-Files. Anderson – who won’t discuss her love life, but is thought to have rekindled her most recent public relationship, with Peter Morgan, creator of The Crown – is still amused by the gap between the 90s FHM version of her, and her actual life, which outside work consists primarily of running her two boys around the country to compete in downhill mountain bike races. (Both boys ride for pro-teams.)

“It felt so preposterous to me,” she says of the 90s magazine version of her, which even back then would have been more authentically represented by a photo of her desperately trying to prep for a scene while baby Piper crawled around her trailer. “If you saw my life and where I am half the time, between work and set and kids and driving and drop-offs and pick-ups and all that sort of stuff – the fact that you’d end up with those pictures is just so … ” She laughs. “It’s just part of the fantasy. It doesn’t feel like it represents me at all.”

There is no question, she says, that in the decade or so between having her daughter and her sons, she grew in confidence, a fact she ascribes, in part, to the impact of a single role. By the early 2010s, when the script for The Fall came around, Anderson was feeling gloomy about the options available to her. “There were one or two things I was involved in producing that just weren’t right, weren’t good enough. Or things landed in my lap that seemed like they would be great, except the writing was shit.”

She didn’t think, at the time, she was interested in doing another series after being in The X-Files for 11 seasons, and in the first instance refused to meet the writers and producers for The Fall. “I was told that it was written with me in mind, and it took some convincing before I’d read it,” she says. But once she did sit down with Allan Cubitt’s pilot, a taut, hour-long drama about DS Stella Gibson, a steely cop in Belfast chasing a serial killer, she did an immediate about-face. “The scripts were so good, they were so spare and so clever. And reading a woman like Stella on the page after reading many, many scripts where I was starting to lose hope felt like an incredible breakthrough. She felt unique to me; like the world would be a better place for her being in it, or for everything that she stood for.” Like what? “Like how unashamed she was about her own sexuality, not just how she presented, but how she went after what she wanted.”

The experience of playing Stella Gibson over a three-series arc, with Jamie Dornan as the killer with whom – like Javert in Les Misérables – she had a weird, charged relationship, changed Anderson. Gibson was written as a woman with frank sexual appetites, for both men and women, and Anderson found the experience of playing her so liberating it spilled over into her life. In one of the essays in Want, she talks about that period as one of “stepping into my sexual power in my 40s” and links it directly to the example set by her character. “Stella was effortlessly confident physically, intellectually and sexually,” she writes, and somewhere in there Anderson started to unwind. She had, she says, always been goofy and funny and confident in the privacy of her own home. But it wasn’t until The Fall and, right afterwards, her success playing a rare comic role in Sex Education, that she started to loosen up in public. “I feel like people understand my sense of humour, maybe for the first time. Like only in the last three or four years have I felt comfortable enough in my own skin and my place as a public person to reveal more of that aspect of me. There’s some joy in sharing the crazy, the funny.”

I tell Anderson it strikes me that, at 56, she is on an amazing career jag; hugely in demand as an actor, playing recent high-profile roles such as Emily Maitlis in the Netflix movie Scoop, and generally giving the impression she has inherited the Earth. She doesn’t disagree. “I mean that is true! I feel that, and I feel unbelievably lucky.” She also feels strident about the example she is setting. As well as collaborating on Want, Anderson has expanded her career lately into other interests beyond acting, and believes there is a general principle to extract from it. “It’s good for my boys, and I think for other women and young women to see it: that I’m adding things to my life right at the point when some people think I should be subtracting.” Anderson launched a soft drinks brand called G Spot last year (“natural, low calorie and with no added sugar”), that grew somewhat randomly out of the wellness conversations she was invited to join after playing Milburn in Sex Education. To embrace these opportunities, she has, at times, had to push against her own nature. Her first instinct in life is often to “sit down, indoors, in a dark room”, so becoming an entrepreneur has been largely a question of “not running away”.

She says: “Particularly at a certain age, particularly now for some reason, there are more and more women who are saying, ‘Fuck it, even though I’m 60, I’m going to start something new.’ A new business, a new relationship, a new venture. Just throwing everything to the wind. I don’t know if it’s going to succeed or fail, but I’m having fun, and the narrative that we’re building around it, and the encouragement other women are feeling as a result of seeing it, is – embrace it! Don’t run away; run towards it!”

It is in this spirit that Anderson approached the new book. (Tangentially, she mentions in Want learning that, after she played Margaret Thatcher in season four of The Crown, there was erotic fanfic on the internet about Thatcher, or rather, about Gillian Anderson as Thatcher. The fact that this blew her mind suggests there are dark corners of the British psyche that she will never fully understand.) She hopes it will help other women to articulate “their wants and needs”, and encourage them to be “as honest as they can be”, although I should say that in Anderson’s endearing awkwardness about her own contribution to the book, she has never seemed more British.

Given how easily she can move between the US and UK, then, I ask: if she had to pick a team, which would it be? “It feels like my cells are American, and my soul is British,” she says. “So if you ask me to give up my American passport, I would say it doesn’t feel right, no. Absolutely not. I’m American. And if you asked me to leave living in the UK? I’d say this is where I’m most comfortable, understood, accepted. So fuck off.”