Christina Ricci is small but fearsome. She sits in a London hotel room, her tiny frame swamped by the felt upholstered sofa, and looks at me with wide, piercing eyes, like a meerkat about to pounce on an unsuspecting insect beetling across the Namib desert.

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If a question is deemed overly simplistic, she dispatches it with an unflinching gaze and a one line response. When I ask her how she mastered the Alabama accent for her role as Zelda Fitzgerald in Z: the Beginning of Everything, she shrugs. “I mean, you know, it’s an accent.”

Ricci doesn’t much like interviews. And she’s done more than her fair share. She became famous at the age of nine, when she co-starred in Mermaids alongside Cher and Winona Ryder.

A bevy of critically acclaimed film roles followed – Wednesday in The Addams Family; the sexually curious adolescent in Ang Lee’s The Ice Storm – so that by the time she was a teenager, Ricci was sick of the promotional rigmarole of hotel room Q&A sessions.

“I was 14 and I was being criticised, analysed, examined and asked very pointed questions,” she says now. “I was so uncomfortable I lashed out.” She made some deliberately wild statements – that it was “natural” to have sex with one’s parents; that she wasn’t afraid to die and so on – just to shake things up. She felt “hostile” towards the world.

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These days, she’s more pragmatic. She still finds interviews “difficult” but she no longer measures herself according to whether she feels she’s failed or succeeded at them. I suspect she just gets bored.

At 36, Ricci is one of the most ferociously smart and interesting actors I’ve ever interviewed. Her brain is quick; her thought processes unexpected. If she doesn’t agree with something you’ve said, or if she thinks your reasoning is lazy, she will tell you so.

It proves to be less of an interview, more of a university tutorial. So it’s not surprising she’s done a lot of research for her latest role, reading all of Zelda Fitzgerald’s own writing and several biographies.

Zelda was the wife of The Great Gatsby novelist F Scott Fitzgerald. She was a flapper who chafed against social convention and struggled with mental illness before dying in a hospital fire at the age of 47.

Was Ricci drawn to the role because of Zelda’s rebellious streak? “No.” For a moment, I think she’s going to stop there and I flail around for a follow-up question, but then she continues, “Because I was so rebellious, I think rebelliousness doesn’t fascinate me at all. What I respond to is Zelda’s recklessness – the lack of foresight, the lack of understanding of how serious the world is, because, you know, decisions you make will last for ever.”

Ricci’s performance as Zelda is both nuanced and compelling. The series is set in the interwar years and charts the beginning of the Fitzgeralds’ troubled relationship. Ricci is perfect in the role: she has one of those on-screen faces capable of portraying the thought that lies within. But she also shows Zelda as light and spirited, a girl who snuck out at night behind her father’s back to go dancing.

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Ricci initially read Z: a Novel of Zelda Fitzgerald by Therese Fowler while running very slowly on the treadmill at the gym (“I hate exercise”), and couldn’t believe no one had bought the rights. She promptly snapped them up herself and pitched it to Amazon Studios.

“It’s interesting, for such a rich story with two famous, glamorous people, that it’s never been made,” Ricci says. “And I think it provoked a little bit of my sense of injustice. It’s bizarre that with two people, both so famous, we know all about one person [Fitzgerald] and only horrible things about the other [Zelda, whose reputation is dominated by her mental illness].”

Putting herself in the lead was a conscious decision. “I would never have been cast in this part, ever, because people just don’t see me as a romantic lead,” Ricci says. “I just don’t fall into that category. So I just created the part myself.”

Why doesn’t she fall into that category? “I couldn’t tell you why… Possibly with love stories, there’s a lot more suspension of disbelief than with other stories and perhaps it’s that I don’t buy into it myself.” Ricci has said in the past that she thinks she’s too short to be taken seriously as a leading lady (Ricci is five foot one) but it’s probably also that her face is so striking and unusual: heart-shaped and elfin and dominated by a pair of saucer-like hazel eyes.

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She looks much younger than her years, and says she still feels 18. She can’t quite believe she has a two-year-old son, Freddie, with her husband, James Heerdegen, a dolly grip she met while working on the TV series Pan Am.

She was born in Santa Monica, California and can’t remember ever not wanting to act. “In all my memories, I was an actress,” she says.

Her mother was a former model and real estate agent, and her father a primal scream therapist who used to treat patients in the basement of the family home. Their screams could often be heard by Ricci and her three older siblings in the kitchen upstairs, so perhaps it’s understandable that she became intrigued by the darker side of life.

As a child, she loved reading CS Lewis and science fiction, particularly the Dune books, which she has reread several times. At the age of eight, she starred in a school play called The 12 Days of Christmas. The part had originally been given to a classmate, but Ricci wasn’t having it.

“I knew I was better than him,” Ricci recalls. “I used to, when I was younger, when people were aggressive to me, I would get them to fully commit to their aggression and then they would get in trouble. I was…” she pauses, “very strange and manipulative.”

This is what happened with her classmate; she annoyed him so much that he eventually hit her in the face. “Then I told the teacher he hit me in the face and I got the part instead,” she concludes crisply. Ricci’s course was set. A local theatre critic spotted her in the production and soon she was being cast in TV and films.

As an adult, she has sought out difficult parts: troubled, often overlooked women, such as the girlfriend of serial killer Aileen Wuornos in Monster, or the teenage runaway Dedee in The Opposite of Sex.

In America, she is a spokesperson for a charity for victims of incest and rape, all of which points to a certain understanding of and empathy for abused women. With the election of Donald Trump as President, a man who has openly boasted of groping women, I wonder if she feels it is a particularly tough time to be female?

“Well, leaving the Presidency out of the answer, I think that things are bad for women and have been bad for a long time and I think just because this person has been elected, it’s not anything new. Things aren’t great but I do think we have a responsibility, as women, to look at why it’s not so great for us and change our own roles before we expect people who don’t have our life experience to understand.”

She goes on to say that the fact things are difficult for women “has more to do with other women than with men”. In what way? “Look at Zelda’s story – she allowed it to happen.” She explains that F Scott lifted sections from his wife’s journals to use in his own novels and that Zelda didn’t object until it was too late.

“Once she gives him permission to take her writing, it basically means she has to accept the secondary position,” Ricci says, then adds that women “have to redefine our roles for ourselves. You tell people how to treat you.”

Is that why she started producing her own projects? “Yes. I can’t just whinge and moan about things. If you have a problem, change it.”

It’s a fairly uncompromising stance. I wonder if she’d feel differently if she were bringing up a daughter. As it is, her son “really loves me a lot. He’s very sweet, cute and cuddly. It’s crazy that boy thing though. It’s: ‘What are you climbing on now? What is that you’ve just put in your mouth?’”

She laughs, for the first time during the course of the interview.

Recently, Ricci watched the sci-fi horror series Stranger Things on Netflix and loved it so much she immediately watched it all over again. She’s now seen it “four or five times”. “I didn’t want it to be over,” she says. “I wanted to stay thrilled.”

It’s rather a beautiful sentiment. Twenty-six years on from her screen debut, Christina Ricci is thrilling us still. And I don’t know about you, but I’m willing to be a tiny bit challenged in exchange for that.

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The first episode of Z: the Beginning of Everything is available now Amazon

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