Jessie Buckley: On the first day of rehearsal I thought 'what the hell am I doing here?'

Our production of Henry V is very testosterone-fuelled, and very sexy. I add a little touch of oestrogen now and then but apart from that it's not for the faint-hearted. It's a very fast-moving, exciting, heart-warming and upsetting production.

I play Princess Katherine, the daughter of the King of France who is known as 'Mad King Charles'. She appears twice and is used as a kind of political pawn; towards the end of the play she provides unity between these two powerful men. In a way, I think her situation is quite similar to Princess Diana when she married the future King; the stakes are so high. And like her, Katherine takes it on herself to educate herself and give herself ownership of the power that she's about to step into as the Queen of England.

Although there's quite an age gap between Henry and Katherine, at that time it wasn't unusual. If anything, Katherine would have been quite old to be married at 18; her sister was married off when she was just eight. Obviously I'm younger than Jude [Law], so we worked hard to achieve the right dynamic. He's such a fantastic actor and a lovely person, so it was easy to keep that childish curiosity that you need as an actor to take the work forward.

To perfect my accent I studied Marion Cotillard films. I studied a bit of French at school and, thanks to some friends who are French as well as the dialect coaches, hopefully I've got something that sounds authentic. Plus, it gives me the opportunity to eat lots of wine and cheese as it's very important to get into character!

It was such a privilege to be asked to be part of a company like this because Michael [Grandage] works with actors who are massively talented and hard-working. I went to one of Michael's shows last year when I was at drama school wishing that I could be part of something of that calibre. So on the first day of rehearsal I thought 'what the hell am I doing here?' and 'How can I live up to all these things?'. But then you realise that he must have chosen you for a reason, and that you have to enjoy the opportunity because Lord knows when it will come round again.

My interest in classical acting was sparked when I did a four week Shakespeare course at RADA. I'd never studied it before and at school I'd found it quite boring. But I went to RADA and it blew my mind. Then I went and did musical theatre, including I'd Do Anything, and jazz for a time, but Shakespeare was always in the back of my head. So after a while I said "sod the lot of you, I'm going back to train for three years", and it was the best decision I ever made. The teachers were incredible and I made really lovely friends out of it as well, so it's a decision I definitely don't regret.

I left RADA in February this year, and a few months later I worked at the Globe. It's such a special place, and to get to work with someone like Roger Allam was incredible as my first professional Shakespeare experience. I won't ever forget that and I hope that at some point I get a chance to go back and work there.

I have the upmost respect for musical theatre actors, their dedication to what they do is extraordinary. And fundamentally the two fields are not so different. This year I've done both, and the way I apply myself in theatre and musical theatre isn't different at all. I think as an actor you have to make choices about the kind of work you want to do and not leave it up to agents or people who want to put you into pigeon-holes.

Going forward I'd like to maintain a balance of work, if possible, but it comes down to the quality of the writing and the director. In terms of dream roles, I'd like to play Nina [in The Seagull], or Viola in Twelfth Night, or maybe Juliet. There are loads. I feel a bit like greedy kid at Christmas, saying 'I'd like to do that'!

Henry V continues at the Noel Coward Theatre until 15 February

– Jessie Buckley was speaking to Theo Bosanquet