First, some condolences: The Leftovers star Carrie Coon and her husband — Tony-winning actor and Pulitzer Prize-winning playwright Tracy Letts — were on their long-delayed honeymoon in South Africa when they learned Letts’s mother, best-selling Where the Heart Is novelist Billie Letts, was sick. Billie Letts passed away on Aug. 2, after a brief illness.

After nearly 30 hours on plane flights to return to her mother-in-law's home in Oklahoma, Coon graciously took the time to chat with Yahoo TV about "Guest," Sunday night's episode of The Leftovers, which not only provided great backstory for her Nora Durst but tied for the best writing and performances yet in the HBO series, along with Christopher Eccleston's "Two Boats and a Helicopter."

Coon touches on the whirlwind of revelations about Nora and how she copes with losing her husband and two children in the Sudden Departure, that crazy party scene, the truth about Holy Wayne, audience reaction to the show's dark subject matter, and her role in Gone Girl, and shares the charming story of her unconventional wedding to Letts, whom she met when they co-starred in Who's Afraid of Virginia Woolf? on Broadway (for which she earned a Tony nomination).

[Related: 'The Leftovers': The Familiar Faces You'll See in HBO's New Drama]

Did you know when you signed on to play Nora that you were going to have this big episode?
No. I'm not sure [series co-creators] Damon [Lindelof] and Tom [Perrotta] knew that yet, either. One of the great things about working with Damon is that he's very much inspired by the people he's working with, which means things are very changeable. He'll get an idea, and he'll sort of run with it, and he'll change direction. If he likes something that you're doing, he might lean into it a little bit. It's kind of a wonderful way of working. I'm a person of the theater, so I'm used to a more collaborative effort. It felt like a minimovie. I was really shocked when I read it. I wasn't expecting it at all.

What was your reaction when you got to the scene with the gun and the escort?
It was the first thing we shot in that episode. I didn't know what the gun was for. It was in [Nora's] purse, and I asked Damon about it. He said, "I can't tell you that." He was like, "We're still working everything out, but I can tell you, you won't see the gun again until Episode 6, and you don't kill yourself." That's reassuring [laughs]. I guess what you learn when you are working on something like this, and what I think Tom's book is getting at a little bit, is there are as many ways to grieve as there are people, and there are as many coping mechanisms for trauma as there are people. Anything you can think of that somebody might do to console themselves, or to feel something, or not feel something, somebody is doing it somewhere. It was kind of a credible thing.

Still, as a place to start filming on the episode… nothing like jumping right in.
It was a really intense place to start. Of course, I also haven't done that much television. I had done guest star spots, but this was my longest television shoot. We shot for 12 days. To start off with that sort of stunt on the first day, it really set the pace for what was coming. I had actually gotten terribly ill in the middle of it. Chris [Eccleston] got sick [while filming] his [episode], too. The body just gets worn out, which is actually kind of great, sometimes… you get out of your own way when you are sick. I was grateful for it. The whole thing sort of feels like a dream. I was so delirious for most of the time we were shooting.

The gun scenario was a big way she's coping with things, but we also saw some of the more subtle ways, like rebuying her kids' cereal and milk every week, not replacing the empty paper towel roll.
We think in patterns. I've always found that ritual seems to be something that brings people solace. I love that they gave Nora some ritualistic behavior. How does somebody go on after a loss of that magnitude? You kind of can't even imagine it. I don't think she can get her head around what actually happened, what actually it means for her. It makes sense to me that she is engaging in these sort of repetitive behaviors that are … they are almost punishing, too. So it's kind of like a penance as well. It felt very truthful to me that she would have developed some patterns in her life to help her put one foot in front of the other, every day.

[Related: Amy Brenneman Goes From Scheming on 'Reign' to Not Speaking on 'The Leftovers']

There were some welcome moments of levity in the episode, too: paying for the Holy Wayne session with PayPal, the entire scene in the hospitality suite, when everyone continues to call Nora 'Guest,' and, of course, the couch dance.
Playing somebody like Nora, it was fun to have her be loose and free, because obviously that's not her usual thing. She's been very balanced. It was nice to have that sort of release for myself on set. It was surreal. At that point in filming, I was very sick. That was when I was at my most delirious. God bless Billy Magnussen [who played Marcus]. He really had to put up with a lot of me not even being able to focus my eyes. He was lovely. That was the day that felt really dreamlike. Especially when you have Billy Magnussen there, and you have this doll that looks just like him. You're like, "I'm going to get on this table, and I'm going to make out with this dummy. This is my life." He's a really charismatic guy. That was perfect casting, because you have to have somebody with that sort of energy, or you don't believe that Nora Durst comes out of her stupor and engages with those people, unless you've got somebody like that leading the way.

So, Holy Wayne: scammer, or does he have the power, through expressing his understanding of the specific pain people are going through, to take that pain away?
I think there are mysteries of energy that we don't understand, personally. I also think charisma is very powerful. I think the power of suggestion is also very powerful. He's doing something for some people, but they have to be willing to believe in that thing for it to be effective. Just like hypnosis. You have to sort of give yourself over to the idea that you're going to allow that to happen to you, or else it's probably not going to work, they say. The other thing about Holy Wayne and Nora is that I don't think Nora has been touched, physically touched, for a very long time, so a hug becomes that powerful for someone who has receded inside themselves in that way. It makes sense to me that the release we see Nora get comes from physical contact. I think that's really beautiful and important. Holy Wayne just happens to be the charlatan, maybe, but the right charlatan at the right time, basically. Show me a tragedy, and I'll show you a guy that's making money.

Do you feel like Nora's attitude has shifted? She comes home from the grocery store without the kids' cereal, she puts a new roll of paper towels on the holder, she doesn't delete her brother's phone message, she makes plans with Kevin. This felt like the most hopeful point of the series so far.
Yeah. I think so. I'm not interested in playing characters that don't change. I think you have to create some space in Nora, and in Nora's tragedy, for us to stay interested in her. Certainly Tom Perrotta, I think, leads Nora to that place a little bit in his book. I think the thing about hope for her is that it's a really dangerous place for her to live, because if she has hope, then she is acknowledging that she is starting to let go of the thing that has defined her for so long. That's really scary territory for her. It's tenuous, but I think, yes, let's have a little hope.

[Photos: 'The Leftovers' Red Carpet Premiere]

And that should have been a welcome moment for viewers who've expressed the show is too dark, too harsh, for them to really delve into it. What is your response to those criticisms?
I think we look to our entertainment to give us answers, to be very neat and clear, because we don't get that in our lives. I think it's bold for Damon and Tom and HBO to create a series where, it's actually more like life, [where] we're not getting answers, because how often in your life does everything end up in a nice little package for you? Which is why we want it in our entertainment. For them to not give that to people, I think is really risky. I think it's really provocative. I hope people are willing to sort of say, "I'm going to set my ambiguity down for a little while and indulge in what these people are going through, because it's not actually having to do with me." Maybe that takes the burden away and you get to exercise your patience with that condition, from watching the show.

This is your first starring role in a series, and it's based on a book. Gone Girl, your first big movie role, is also a book adaptation.

I keep joking with my agents that I only do adaptations [laughs]. But there is something to that, because my husband and I are both big readers. Frankly, I'm kind of a snob. I'm really snobby about writing. My husband is a writer, a very good writer. His rule is always, don't do anything that's not good writing. You'll always be proud of the work you're doing if you think it's well written. That's kind of a rule I go by. It just so happens that a lot of those things I end up doing are based on books. It has been a tremendous year. I've had an amazing year. I've had such great opportunities, and I'm really learning a lot.

In Gone Girl, you play Margo, the twin sister of Ben Affleck's Nick Dunne. Does the movie differ a lot from Gillian Flynn's book?
No. I saw a screening a few weeks ago for myself. I think it's very faithful to the energy and the tone of the book. I had the same feeling when the movie ended that I had when I finished reading it. I had read it without knowing it was going to be made into a film. Gillian [who also wrote the screenplay] and [director] David [Fincher] have managed to be very faithful to the book. I think the idea of the ending being changed has really been overblown. I find it to be quite satisfactory and quite on par. I don't think the changes are dramatic at all. David Fincher does not pull any punches. It's as cynical to me as the book is, in a great way. He's got a very strong point of view, which I always respect in an artist. I think it's well done.

Watch the Gone Girl trailer:

What's next for you?

My husband and I have been working nonstop for several years. We actually got married in the hospital last year. We haven't celebrated it at all. We haven't had any time. We were kind of on this honeymoon in South Africa while he was shooting Homeland, but that didn't quite go the way we were expecting. I was kind of taking a break this summer, while The Leftovers came out and before Gone Girl came out. Frankly, nobody knows who I am. I've been primarily a theater actor. I was just going to kind of wait and see what comes along, after Gone Girl comes out, [finding out if] The Leftovers gets a second season, and make some decisions then. I look forward to getting back onstage. I have never gone this long in my career without being onstage. It has been more than a year, which is really weird to me.

Did you say you got married in a hospital?
Yes. My husband was in the middle of shooting Homeland, and he was doing press for August: Osage County. I had just finished the pilot for The Leftovers and went right into Gone Girl. When you register for a marriage license in Illinois, you have 60 days to get married or you have to reregister. We weren't in the same city almost that whole time, and it was day 59. I was in L.A. and I'm like, "I'm coming home tonight, and we have to get married tomorrow." He was like, "Yeah. Yeah. Yeah." When I walked in the door, he said, "I'm not feeling very well." We went to the ER, and he had emergency gallbladder removal surgery on our wedding day. The next day, the chaplain, Robin, this wonderful woman, came into his room, I brought our rings to the hospital, and she married us. It was kind of amazing. I didn't have to wear makeup. I was wearing Tracy's T-shirt. It was the best. It was a really low-maintenance, covered-by-insurance kind of wedding. My dad said, "Is that even legal that you married him when he was on so many drugs?"

And for a couple who loves great writing, great stories, you have the ultimate unique wedding story.
We definitely do. I'm proud of it.

The Leftovers airs Sundays at 10 p.m. on HBO; Gone Girl will be released on Oct. 3.