There’s an image in Sonali Deraniyagala’s memoir, Wave, that’s stuck in Carrie Coon’s brain. The author returns to her home in London for the first time after a tsunami swept away her entire family — her husband, her two sons, and her parents — while they were vacationing on a beach in Sri Lanka. She’s rummaging through a pile of papers on her husband’s desk when she realizes her home is like a time capsule, frozen in the moment before tragedy. “I thumbed through Steve’s checkbook, which was in the drawer. He’d written three checks on our last day in London, for the gardener and the milkman and for the boys’ school dinners,� Deraniyagala writes. “Those two words, school dinners, were all it took. I shattered.�

Carrie Coon carried the book around with her during the three years she spent on the set of The Leftovers. “That book became my Nora Bible,� Coon says. “I always had it available for the really challenging moments.� Wave gave her the emotional anchor she needed for her character, Nora Durst, a woman whose identity is forged by grief: She loses her family — her husband and two children — in the Sudden Departure, a Rapture-like event that disappears 2 percent of the world’s population. It’s the yoke she bears, and one she isn’t even sure if she wants to take off. Her pain is a reminder, to others but also herself, of what it was like to lose everything. “She was the ambassador of grief,� Coon says.

If you tell Carrie Coon that her performance as Nora Durst left you feeling gutted, as I did when we met at the Glass House Tavern in New York for pre-theater dinner and drinks, she will break out into a wide grin and clap her hands together. “So sweet!� she exclaims. Coon is direct and disarming in person — call it midwestern charm — and doesn’t carry the burden of her character. “My family has never understood why I play crazy, angry, depressed people because that is not the way they think of me,� she says. “They see me as a totally messy, klutzy goofball — kind of weird and hyper.� The actress is in New York for a couple of days before she has to go back to work in Calgary, and she wanted to squeeze in a theater show, Will Eno’s Wakey Wakey, before she left. It’s St. Patrick’s Day, and the moment she walks into the restaurant wearing a tawny fur coat in a chic box cut, she greets me with a hug and quips, “I was thinking, If I see anyone wearing all green, we’re outta here!� jerking her thumb toward the door as she says it.

Coon is having a moment. Including her role on The Leftovers, she’s also currently starring as local sheriff Gloria Burgle in the third installment of Noah Hawley’s Fargo on FX. It’s a remarkably straightforward rise for an actor who didn’t make her way through Los Angeles or New York. The 36-year-old’s biggest break before this was her Tony-nominated supporting role as Honey in Who’s Afraid of Virginia Woolf?, a production that began at the Steppenwolf Theatre in Chicago before moving to Broadway for the 50th anniversary of the play. Ellen Lewis, the casting director for The Leftovers, caught one of Coon’s performances, brought her in to read for the part, and sent a recording of her audition to the show’s co-creators, Damon Lindelof and Tom Perrotta. She booked it off the tape.

“It was just that feeling of instantaneous recognition,� recalls Tom Perrotta, who wrote the book the series is based on. Coon’s audition was her first scene in the Leftovers pilot, where Nora gives a speech at a memorial marking the third anniversary of the Sudden Departure. “She just claimed the character,� Perrotta continues. “We didn’t have to seriously consider anyone else. We saw the tape and said, That’s her. There’s our Nora. It was the simplest casting decision we made.�

While Justin Theroux’s Kevin Garvey is the hero of The Leftovers, it’s Nora who has become its emotional center with each passing season. (Look no further than this season’s poster where Coon peers out from behind a shirtless Theroux. “They hid me behind his abs,� Coon says.) Even in the first season, the writers increasingly found themselves writing to her abilities. They put a gun in Nora’s purse without exactly knowing why. “I remember asking Damon Lindelof, ‘So, there’s a gun in Nora’s purse. What’s up with that?’� says Coon. “And he said, ‘We don’t know! We just put it in there. We don’t know what it’s for.’� True to Chekhov, they eventually shot it during her single-perspective episode “Guest,� where she hires a prostitute to come to her house and shoot her in the chest while she’s wearing a Kevlar vest.

“That idea came more from Carrie than it did from us,� Lindelof explains. “It wasn’t that Carrie Coon pitched it, but there was something in her performance that was just so together and yet so vulnerable around the edges of that togetherness; she also seemed explosive. I would not want to be in her crosshairs. I’m scared of this woman.� Later that season, Lindelof and Perrotta wrote a scene where Nora walks into her kitchen to find grotesque, life-size dolls of her husband and children in the exact place where they disappeared at the dinner table, as part of a move by the Guilty Remnant, an extremist cult. Nora breaks. “I don’t know if we would have felt confident writing a scene like that for anyone else,� says Perrotta. “You have to be willing to go there to play that role.�

In that way, Coon treats acting like an extreme sport. “I certainly don’t shy away from playing in darkness, nor would I ever shy away from that,� Coon says. “I consider myself pretty game for what’s asked of me. The thing I’m drawn to most of all now is what is challenging. What asks me to use a part of myself that hasn’t been used yet?�

What takes her there is text. Coon is a voracious reader. She was recently on a nonfiction tear, making her way through Hitler: Ascent, Between the World and Me, and Hillbilly Elegy, but began reading fiction again when Perrotta sent her the galleys for his forthcoming novel, Mrs. Fletcher. She’s starting Helen Oyeyemi’s Boy, Snow, Bird next. But more than that, books have been foundational for her acting. When she did Virginia Woolf, she kept a copy of Mary Oliver’s poetry collection Thirst in her dressing room. “I rely on poetry or literature to keep me centered before I go onstage because it reminds me to be present,� Coon says. “Literature has always been the greatest fuel for my imagination.�

So it’s unsurprising that when I read Wave, I understood exactly what she meant when she told me, “It’s going to put you right in my mind.� I can begin to see the outlines of Nora Durst in the background of the memoir. It is not simply about the magnitude of the loss. Deraniyagala’s prose is spare and stinting, as though the words themselves are barely able to make sense of the devastation that befell her. And what’s remarkable about Coon’s performance in The Leftovers is how she fills the space in between sentences where it feels as though language itself is insufficient, a poor metaphor to convey trauma, loss, and grief.

Carrie Coon grew up in Akron, Ohio, a town where her family has roots that stretch back to the 1800s. Her great-great-grandfather was one of the city’s first police chiefs, and her parents grew up down the street from one another. Their relationship was a dramatic affair at the time: Her father was off at Catholic seminary and her mother was dating someone else who wanted to marry her. But her parents would still write letters to each other, and during one of her father’s visits home, they had dinner and were “basically engaged.� “It was all this drama,� says Coon. “They were trying to talk my dad out of it. But my grandma knew, my grandma always knew.�

Coon is the second of five children and did her fair share of babysitting growing up. Her mother works as an ER nurse and her father ran the family auto parts store in Copley Circle; he now works as a janitor in an art museum. “We lived very simply,� Coon explains. “My parents are just really down-to-earth, earnest, hardworking people that don’t want for anything. I think that really served me because when you put more value on experience than things, then you’re going to go out and have experiences.�

It’s this disinterest in the material aspects of celebrity that has given her the backbone to choose projects rather than chase fame. She didn’t start pursuing acting seriously until she went to the University of Wisconsin-Madison for graduate school. (She did do a production of Our Town in high school.) “When I was in grad school, I was making $9,000 a year as a TA, but I can live off of $9,000 a year,� Coon says. “So for some people, that would be a struggle, for me it was just, ‘Make chili every Sunday and freeze it.’�

After graduate school, she stayed in Wisconsin, getting an apprenticeship at the American Players Theater, an outdoor amphitheater just south of Spring Green, where she worked on and off for the next four years. To make money, she shot commercials (pro high-fructose corn syrup ads, she admitted remorsefully recently) and did voice-over work for companies based in the Midwest. From there, Coon worked steadily in the theater scene, moving to the Madison Repertory Theater, then Chicago, and at last, Who’s Afraid of Virginia Woolf?

The Edward Albee play marked a momentous shift both in her career and personal life — it’s where she met her future husband, the Pulitzer Prize–winning playwright and actor Tracy Letts, on her first callback audition. He played George, one of the two leads, and the two would end up working together over the next few years as the play moved from Chicago to D.C. and eventually to Broadway, where they would both get Tony nominations. (He won.) Their courtship unfolded in the moments when they were offstage together. “He would always come to my dressing room for eight minutes and talk to me, and that was kind of the way our relationship built, around this tiny, tiny chunk of time,� she recalls. Much like her parents’ getting together, it was complicated: Both she and Letts were in relationships at the time. “It was a little bit messy,� Coon says. “Ultimately it was one of those things where we pretty quickly realized that that was something we were going to have to give a go. And so by the time we got to the Broadway run, certainly, we were very much in a relationship.�

They got married in 2013, in a bit of a rush. In Illinois, you have to get married within 60 days of registering; they had planned to go to the courthouse on the last day, but Letts suddenly had severe stomach pain. So at 1 a.m., they went to the ER at Northwestern Hospital in Chicago. “I was having a gallbladder attack and I was in terrible pain,� Letts recalls. “The next morning I had it removed, and then in recovery the day after, Carrie found the chaplain at Northwestern Hospital and she married the two of us. I was a little drugged up, so I don’t remember it all that well! But it was perfect.�

Coon describes Letts as a partner who can satisfy her intellectual curiosity and hone her taste. “Tracy and I are really snobby about writing because he’s a Pulitzer Prize–winning playwright, and he’s not going to let me do a bunch of crap,� says Coon. “If something isn’t challenging to me or intellectually stimulating or portraying a woman that is a human being, I’m not going to do it.� It’s clear the respect is mutual. Letts remembers a moment in rehearsal during Who’s Afraid of Virginia Woolf? where George and Martha start fighting, and Honey jumps up on the couch and starts cheering them on, screaming, “Violence! Violence!� “Going from this timid person she’s been at the beginning of the play to unleashing something in her — it’s a very tricky part,� Letts explains. “That character can be played very superficially, but there are great depths to be found, and she found them all.�

When they’re not filming projects, Letts and Coon keep their distance from Hollywood’s centers of gravity, New York and Los Angeles. They live together in the Wicker Park area of Chicago, in a house Letts bought after his Pultizer Prize-winning play, August: Osage County, hit Broadway. “There’s a lot of keeping up in New York, and we’re not those people,� says Coon. “I just want to be in the Midwest where people wear practical shoes and they don’t wear black every day.�

That absence of pretense can make her feel solid onscreen, like someone you know. It’s the same quality that appealed to Hawley when he watched her in The Leftovers and Gone Girl, prompting him to offer her the Fargo part directly. “As someone who doesn’t live in Los Angeles, I always respect other people who make that choice as well,� says Hawley, who resides in Austin, Texas. “If you want to play a broad range of characters, it helps to live in the real world. So the fact that she’s in Chicago and has yet to succumb to the pull of the bubble, that has worked to her advantage. She has, for lack of a better phrase, this everywoman quality to her. I think that’s what everyone responds to.�

At the wrap party for the final season of The Leftovers, Coon found herself alone in Australia. The schedule had worked out so she was the only regular cast member left shooting. “The show has always actually felt quite lonely to me,� Coon says. “It was so strange after three years with these people to have no one be there. Now, my Australian crew was magnificent and fun and we had a wonderful night, but it also felt kind of right to just be alone with Nora at the end. It felt ritualistic to be alone with her and let go. And yet she’s in there, you know, she’s me. She’s me, too,� Coon adds, her voice sounding a little far away. “Gosh, I miss her.�

Even though The Leftovers is over for her, Coon feels like she learned something invaluable playing Nora Durst. “I find she taught me more about myself than almost anyone I’ve worked on, because playing Nora — that steely resolve and the way that she stands and takes up space — she doesn’t suffer fools,� says Coon. “I was like many women I know, taught to say yes to everything and to not make trouble for anyone and not have an opinion about anything. It doesn’t get you very far in terms of developing as a human being. So I’m so grateful for the invitation to walk around in that body because it’s changed my body. I’m so much better able to stand up for myself.�

The question is whether the industry will be able to catch up with her evolution. “It’s Hollywood that lacks imagination. Actors don’t,� Coon says. “That’s why we’re always auditioning for things that other people think we’re not right for, because we never tell ourselves we’re not right for something.� The problem is not new, as roles for women, particularly older women, are limited and underdeveloped. “When you get to be a certain age as a woman, there are certain roles that keep popping up at you: cops with a heart of gold, washed-up hookers with a heart of gold, moms with a heart of gold,� she adds. “I mean it’s all the same.�

We start to lose track of time as we drift into a conversation about the recent films, TV shows, and actors she loves: There’s Moonlight (“So lush!�), André Holland (“I would marry André Holland�), Halt and Catch Fire (“so smart and so nerdy�), Atlanta (“speaking of genre-bending, come on!�), and The Americans (“I’m so happy to see the show getting some recognition�). I mention I love each and every one of those things, too. “I’ve got good taste,� she grins. “I told you, we’re snobs.�

I tell her it’s 7:25 and that we have to go, because the play starts at 7:30. The moment we’re out the door, Coon books it. The Signature Theatre is five street blocks and two-and-a-half avenue blocks away — a 16-minute walk, according to Google Maps — but probably an eight-minute run. She knows exactly where we’re going and needles through the revelers wearing shamrock head boppers, tiptoeing her way through the slush and piles of ice that Nor’easter Stella had left behind just a few days ago.

“Do you work out?� she calls out from behind her shoulder. “Not really!� I huff. “I assume you do?� “Of course!� she shouts back. “I’m an actor.� (She was also captain of her high-school track team.) Coon is wearing her fur and a grey-and-white marled sweater dress underneath it, but she isn’t breaking a sweat. As we jog down Ninth Avenue, she tells me she always wanted to be a character actor over an ingenue, because that would be the way to ensure a long and healthy career. “Makes sense!� I yell as I watch the heel of her boot kick up as she leaps over a puddle a few yards ahead.