EM: Yeah, I get to dress up and be glamorous and go to [events] as myself. So for me, I'd rather play a character. I mean, if I were a glamorous character then great, but I'd rather play someone that I find interesting. I mean, I could have played somebody that had really cute clothes all season and really high heels and tight dresses, but I got to play somebody that had a genuine character mark. Something happened to them that really changed them and made them become a different person, and I'd take that any day.
TWoP: Do you have a favorite moment with her, in the first season?
EM: I love the scene with Don, where she gives a speech about things not being fair. How people just go out and do whatever they want and nothing happens to them, and then people are good and something happens to them. I just loved that speech because she just summed up how she felt about things and what was going on and how a lot of people felt about things in that office. In a very simple statement of saying "it's not fair," and I loved that she said it to Don, because it's such a powerful moment and they just share a drink and it's just so great.
TWoP: So it was a shocker to us to discover that Peggy was pregnant. When did you find out about the baby, and were you shocked?
EM: I knew before we started filming the first season because I had to do a wardrobe and makeup check. So I knew very early on, and I was very shocked. My first reaction was just to know if I was the one that was going to have to gain the weight or if it was going to be padded. Not that I would have minded gaining the weight, but losing it was going to be interesting.
TWoP: Right... there's not that much time between seasons.
EM: Exactly. I knew I would spend my whole hiatus exercising. That was my first question, and my second reaction was, "Yeah, let's do it!" It's an amazing idea. To have such a huge storyline and something really happen to the character was a gift and I sort of jumped at it.
TWoP: For me, it was shocking and then I started thinking back and was like, "Wow, wow, that so makes sense now."
EM: I know, you're actually the second person to tell me that today. I think a lot of people feel that way [because] they're shocked. They're like, "No, no, it couldn't possibly, how weird, it's so out of the blue," and then if you actually go back and look, it's actually very obvious.