'Mad Men' Season 6 interview: Elisabeth Moss on Peggy's new role, Don Draper's lessons and job security

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Don't panic, "Mad Men" fans: Elisabeth Moss is very much back in action for Season 6 as secretary-turned-ad agency executive Peggy Olson.

When Peggy decided to quit Sterling Cooper Draper Pryce during Season 5 -- and leave behind her mentor Don Draper ( Jon Hamm) -- some viewers worried Moss and her fan favorite character might simply disappear from the show. Although she's not at liberty to say much about the new season, Moss does confirm that she's most definitely a part of it -- and she's been very "pleasantly surprised" with what Peggy has had to do.

Just don't expect many details beyond that. "That's my joke," Moss cracked during a roundtable discussion at a recent Los Angeles press day. "I can only say I play Peggy Olson and I work in advertising. I can't even say where I work, or who I'm working with. Super boring."

It's not all boring, however, as evidenced by the following highlights from our discussion with Moss...

On her first thoughts when she found out Peggy was leaving SCDP...

Elisabeth Moss: "It's funny. [Matthew Weiner] called me, before the episode 11 script came out, and he told me the whole thing. Which was quite similar to the first season. The first season he called me into his office before we started and was like, 'Blah blah blah blah blah, all this stuff's gonna happen, and then you're gonna have a baby.' This time he called me and said, 'All this stuff's gonna happen and you're gonna leave.' I literally was like, 'That sounds amazing! Am I still on the show?' He was actually a little bit offended and he was like, 'Of course! Yes!' I was like, 'Well it's a logical question!' And he was like, 'No, it's fine, totally, of course.'

"For me I just felt like -- and for him as well -- what else was she gonna do? That's the beauty of this show, it's not afraid to take that risk, to give the audience a little bit of maybe what they don't want. But that's what would've happened -- [Peggy] would've gone to another agency. It's very common for people in advertising to flip around and go to different places.

"And it made so much sense. When I went back and looked at all the scripts I was like, 'Oh my god, this is where it's been going all the time and I didn't see it!' We've been building up to it since the first episode when she watches Megan dance to 'Zou Bisou Bisou' and looks at her and sees this woman embracing her life and being her own person--and how much Don loves that, and respects her for it and admires it, and I think that's where the seed is planted."

RELATED: "Mad Men" Season 6 premiere spoiler photos

On whether or not she was worried Peggy would have less screen time in Season 6...

"I was, actually, at first. To be honest. I totally was. I was personally kind of sad because I was like, 'Oh, I love those guys [at the agency]!' That's who I grew up with and always worked with those boys. And obviously Jon [Hamm] and that whole thing was really hard. The only thing I can say is I'm very happy with where it's gone. I'm very happy with what's happened. I was actually pleasantly surprised by how much I had to do in this season. I was kind of expecting not to be in it so much, because I thought, 'Well, I'm at a different agency.' And I'm pleasantly surprised."

On what Peggy has learned from Don about being a boss...

"She wouldn't be able to leave and take this position without him. That's what she says to him in episode 11 [of Season 5]. 'This is exactly what you would've done. You wanted me to do this. This is what you trained me for.' I think Don is what her idea of what a boss is, so obviously she's learned how to be a boss from him. So I think she tries her hand at that a little bit, but ultimately she's still Peggy and she's not Don.

"What actually makes Don love her and respect her so much is that she's better than him. She has a heart and I think it brings up an interesting kind of thing about female bosses and how they might be different than male bosses, especially at that time. I think that she's going to have to learn like every other season how to do it her way. How to be herself. And not follow other people, specifically Don."

On what kind of behavior Peggy would never copy from Don...

"Probably sleep with her secretary -- just because she's straight. If she got a male secretary, you never know! I don't think she has the cruel bone. I think Don actually has a cruel bone and he actually can be really mean. He can do the wrong thing and I think she's tough and she's hard and capable of yelling at people and ordering them around, but I don't know if she could actually lower the boom that we've seen Don do. And I don't think she can drink as much."

RELATED: Matthew Weiner talks "Mad Men" Season 6

On Peggy's relationship with Abe (Charlie Hofheimer)...

"I think that for Peggy her problem is that she's so focused on work. She's too young to understand she's gonna have to balance that [with her personal life], and she's gonna have to figure out a way to have both. And I think that's a problem with women of that time as well. They hadn't quite figured that out yet. For her it's less about who she's dating. They might have worked out, he might have been a great guy. It's like 'The Suitcase,': 'I'm staying here on my birthday and I'm not going to dinner with my family and my boyfriend,' and she makes that choice because she'd rather be at work. And that's the truth. She'd really rather be there. And I think that's her problem."

On the importance women play on "Mad Men"...

"When we started the show that was the kind of thing people were talking about, 'Oh it's called "Mad Men" but it's actually got these really interesting female characters.' Betty, Joan and Peggy are really complex and weird, and not stereotypes. That was one of the first kind of surprises of the show, 'Oh, there's really cool women on this.'

"For me, getting Peggy, is such a lucky thing. Just by virtue of her age and her position and who she is, has been such an arc for her. She starts out at 20, I think last season she must have been 26 or something, and in the '60s in the workplace, with all of those elements, you just have so much to play with. There's so much material. Because it was when things were changing. I think for me to get that particular part, that particular character, has been kind of great. It keeps changing too. Even Season 6 I feel like is so different than Season 5 for me. It presents new challenges. Every year you're like, 'Oh god, I've got to figure out how to do this again!'"

Read more "Mad Men" Season 6 interviews with Jon Hamm, January Jones, John Slattery and Christina Hendricks
Photo/Video credit: AMC