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As Mad Men’s Elisabeth Moss is a trailblazing Peggy Olson, woman in a man’s world.

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When Elisabeth Moss swings open the door to the New York City apartment she shares with her fiancé, Saturday Night Live’s Fred Armisen, she’s virtually unrecognizable as Peggy Olson on AMC’s critical darling Mad Men. She is tiny, buoyant, dressed down, and makeup free, and she’s giddily talking about surfing Brides.com in preparation for her big day. But it’s that chameleonlike ability to completely embody the weighty role of the sole female copywriter at a fictional 1960s advertising firm that has made the 27-year-old a fan favorite and a best-actress Emmy nominee. In Mad Men’s second season, which is available on DVD now, we watched Peggy win the confidence of her colleagues and got some insight into her troubles at home. As the show kicks off its third season this month, we chat with Moss about Peggy, office politics, and her next big project.

So, can you give me the inside scoop on season three?
Not really! I mean, I don’t know, but even if I knew, I couldn’t tell you.

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Well, for example, in season one, did you know that Peggy was pregnant? Yes, Matt [Weiner, the show’s creator and executive producer,] did fill me in on that one. But he had to tell me because there were costumes and makeup involved. I think Jon Hamm, [who plays the show’s lead, Don Draper,] also knew, but nobody else. It was incredible. It made me kind of self-conscious. I didn’t want people to think that I was just eating too much!

You seem to have this intrinsic understanding of Peggy.
Yeah, absolutely. I felt that I just knew who she was from the beginning. Not that I feel like I would make the same choices as her, but she makes sense to me -- her optimism and her devotion to her work and how she just wants to believe the best in people.

For a show about men, a lot of Mad Men is really about women and their distinct experiences in that era.
Absolutely. There is such a clear representation of three types of women, and not in a stereotypical way. I love telling Peggy’s story about women in the workplace. She’s not burning her bra. She’s not like, “I’m going to break through glass ceilings.” It’s more about wanting to do her job, not about making a huge stride for feminism. It’s the idea of, “Wait, we’re good at this; why can’t we do it too?”

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And last season, Peggy really started to flex her muscle. Yeah, she just came up with a good idea, and then she backed it up with another good idea. Then she showed that she was worth listening to. Even the men couldn’t argue with that. And I know there is much talk about the sexism of the show, but I think the evolution of the men was incredible -- the way that they treated Peggy, as cruel as it was sometimes, was actually quite believable. They didn’t shut her out from doing things; they didn’t trash her ideas.

Speaking of men, you’re working with the hottest man in Hollywood right now, Jon Hamm. Not bad!
I love what they’ve done with that relationship [between Peggy and Jon’s character, Don]. It’s purely a working relationship, and the obvious thing is that he sees himself in her, somebody who has a secret and who’s focused. It’s a dream to work with Jon. I’m just so glad that someone found him. We should have him on every show. [Laughs.]

You recently starred in Speed-the-Plow on Broadway, which got a lot of press when Jeremy Piven dropped out. How do you look back on that now? I will say that it was a very unique experience. [Laughs.] We ended up having five people play Bobby, [Piven’s role]. I got called a bit of a Pollyanna, actually, for saying this, but I’m incredibly grateful that I got to work with five great actors. I mean, when [else] am I going to work with William H. Macy, doing David Mamet on Broadway? I really am grateful it all worked out for the best.

You just wrapped a movie with Hugh Grant and Sarah Jessica Parker. What was that like?
I’m a huge sucker for romantic comedies. I’ve seen them all -- Miss Congeniality and all of those Hugh Grant romantic comedies. I loved Music and Lyrics. And Sarah Jessica Parker is one of my idols. This was coming off of the play, which was six months of hard labor. It was so, so, so nice. Beautiful clothes and filming on the Upper East Side. I was like, “This is the life.”