Cristin Milioti just wanted some answers. Her new NBC sitcom A to Z (premiering Thursday at 9:30 p.m. ET/PT) chronicles the romantic relationship between her lawyer Zelda and online dating employee Andrew (Ben Feldman), which the first episode says will last for “eight months, three weeks, five days and one hour.” But what about after that?

“We all just went out for dinner with [creator] Ben Queen and were asking, ‘What happens?’ And he was so coy: ‘I don’t know, you’re going to find out,’” says Milioti, laughing. “This is the second time I’ve been on a show where I’m not told anything!”

The first, of course, was How I Met Your Mother, where after eight seasons of agonizing buildup she was introduced as Tracy McConnell, the Mother. It’s hard to imagine anyone meeting all those years of grandiose expectations, but Milioti did just that and much, much more. That’s what made the show’s divisive series finale last March—in which the Mother died, and it was revealed that she was little more than a speedbump on the road to pairing up Ted (Josh Radnor) and Robin (Cobie Smulders)—so infuriating to many fans. But just a few months later, Milioti finds herself with another chance to find onscreen love—and this time, hopefully stay alive. A to Z is what How I Met Your Mother might have looked like had the show actually been about how Ted met and fell in love with Tracy.

Yet when she signed on to A to Z, Milioti didn’t notice the show’s similarities to HIMYM, which she was still filming at the time. “I knew that destiny and who you’re meant to be with was a theme, but when I read it I didn’t see the parallels, which I now feel very stupid for not having seen,” she admits. “When we shot it, it felt like it had a great warmth to it, which How I Met Your Mother also had. Not only was that show so funny and that cast so wonderful, but there was like a warmth to it, like an open-heartedness to it that is what kept you invested and kept you watching. And I do think that this has that as well. It’s definitely got like a healthy dose of weird, which is necessary and I love that.”

When Milioti started her HIMYM job—the actress filmed her debut scene, in the Season 8 finale, one day after leaving her Tony-nominated role as the Girl in the hit Broadway musical Once—she had no idea what she was in for. “I had never seen the show before, and started watching the episodes that summer,” she says. “I got to that [first] scene when I asked for the train ticket when I was about three episodes into Season 9 and I had a huge panic attack for a good hour, where I was like, ‘I had no idea!’ I feel like if I had gone into that scenario knowing, probably I would’ve sucked, so I’m glad that I didn’t. But yeah, it did hit me in a big way.”

And while the Mother’s addition to the show could have easily gone horribly wrong—“That was a huge fear of theirs, I think,” she says of creators Carter Bays and Craig Thomas—audiences fell in love with Milioti almost instantly. And when she died in the finale, they were furious.

Milioti first discovered Tracy’s fate late last year, at the show’s Christmas party. “I was sitting with Craig and we were like three cocktails in,” she says. “He’s very happy and giddy when he gets a little tipsy, and he said, ‘Do you want to know how the series ends?’ I was also tipsy and I was like, ‘What, do I die?’—as a joke. Then he got real serious and was like, ‘Wait, do you know?’ He told me how it happens, and I sat there bawling. I just didn’t see it coming.”

Neither did many fans, even though a few clues about the Mother’s eventual demise were sprinkled throughout the season. While shooting the finale, Milioti had a sense that some fans would be upset. “I certainly thought this will be divisive, but I think it was very brave of them and it was what they always intended. That’s why they had shot all that stuff with the kids [which bookended the series] nine years earlier,” she says. “A couple times, I would go back and forth, like, ‘Oh, people are going to love that Ted and Robin end up together!’ And then the next day I would be like, ‘Are they? I don’t know.’ But it is a testament to that show that people got that involved. Because the worst-case scenario is you do a series finale and no one cares. I will say that the fervor with which people reacted to it was flattering.”

Her other big project from the past year, The Wolf of Wolf Street, also received a very heated response. However, the actress is so unrecognizable as Leonardo DiCaprio’s first wife, Teresa Petrillo Belfort, that most people—including some of her HIMYM coworkers—had no idea she was even in it. “One of the crew guys was like, ‘You know what movie I just saw this weekend? Wolf of Wall Street. Have you seen that yet?’ I was like, ‘Oh, yeah, I did see it,’” she says. The next day, he finally connected the dots. “I took it as the ultimate compliment. It used to happen with Once all the time. I would come out of the theater and people would be like, ‘Do you know when the Girl is coming out?’ I’d be like, ‘No, I think she’s still up there.’ I love that. That’s my goal, to do stuff like that.”

While filming Wolf, DiCaprio and director Martin Scorsese “could not have been lovelier,” says Milioti, who still regrets not enjoying the experience as much as she should have. “I think my biggest fear on that set, which I really regret: I was never afraid of Leo or Scorsese because they couldn’t have been nicer and more supportive, but I was afraid of messing it up. I was afraid of not being good enough, which you can’t think of. I wish I had learned that earlier on that set, because I was like, ‘Oh God, everyone else is so good, I can’t mess it up’ And then, ‘We just filmed a 12-hour day, and all I thought of was how I didn’t want to mess it up!’ So it took me a couple days to get into that, but it was an enormous lesson. And now I try and hit the ground running and not think about it.”

The director helped lighten her mood on set. “Scorsese is always laughing. He has this infectious laugh, which is so interesting because his stuff is so dark and twisted,” she says. “I remember my [screen] test, because I had a three-hour test and work session with him and Leo alone in a room the day before the Tonys. I couldn’t tell anyone about it. And we did that scene outside when I find him in the car and Marty was laughing, like hysterically laughing at a scene that I didn’t think was funny. I remember thinking, ‘I must have done it wrong!’ He’s just joyous.”

With all these big projects on her resume, Milioti has certainly come a long way since dropping out of NYU early in her sophomore year. “I didn’t do adequate research about colleges and I just knew I wanted to be in New York, so I only applied to NYU,” she recalls. “I was sitting there in class, and it was nothing like how I had imagined it to be. We had 30 kids in our acting class and you got to go on for like 10 minutes a week. A lot of people didn’t even know their lines because it was a liberal arts program. I had thought it would be like a conservatory. And so I started panicking because I was like, not only am I so unhappy here, but I’m not getting to work on scenes, I’m mostly just sitting. I just found my first-year notebook from acting class and it’s full of drawings. There’s not a note to be found. It was so absurd, and so I left.”

She immediately started landing acting jobs. “This agent had seen me in a black box theater production at the beginning of my sophomore year and she started sending me out on auditions. And the first thing she sent me out on was The Sopranos, which was my first job,” says Milioti, who played Johnny Sack’s daughter, Catherine. “I had already dropped out by then. I think I just was really, really unhappy in the way that only a very ballsy 19-year-old from New Jersey… if I were in school now, I would never drop out. I would be like, ‘What, are you crazy? In this economy?’ But one thing led to another, led to another, led to another.”

Now, if she can ever find time in her schedule, she’s eager to return to the stage, despite how grueling her Once experience was. “Once was very draining, because you have no life. At least with TV, they give you snacks and you can sit!” she says, “You have no life doing a Broadway show. Eight shows a week, every day you wake up being like, “Oh God, is my voice okay? I’m not going to talk today.’ I can’t drink coffee. I’m not going to eat cheese. I can’t have red wine. I can’t have tomato sauce, like all the singing diet things. And it’s incredible when you’re up there; there is no other feeling like it in the world. And while the sacrifice you make is worth it, the sacrifice is enormous. So I definitely knew that I wanted to wait until where I was like itching to do it, which is where I am now.”

Despite all her success, Milioti hasn’t forgotten about her career low point: losing a big TV job, which she won’t name, a few years ago. “There was one show that was between me and the girl who got it. I saw it on billboards and on buses for a long time, and it was always like a knife to the heart. I didn’t get over it for like two years, where was I like, ‘Oh my God, I missed my chance. That was it.’ But then about six months after I lost that job, Once came along. And then from Once came Wolf of Wall Street, and from that came How I Met Your Mother, from that came this. And now that I’m sitting here four years later, I couldn’t be happier at how it worked out. I’m very blessed.”