-SPOILER ALERT- Do not read until you have watched Thursday’s newest episode, “Scarred.”

And just like that, Siggy has sailed out of our lives. The former wife of Earl Heraldson, who had fallen from favour after Ragnar Lothbrok (Travis Fimmel) ascended to the role of Earl and then King, was plotting her next move in Kattegat when she died after diving into icy water to save Queen Aslaug’s two sons from drowning.

Siggy had been suspicious of Harbard (Kevin Durand) ever since he arrived in town. And though no one was sure if he had anything to do with the drowning deaths of two other boys, it sure seemed that way. Regardless, Siggy is no more and we got Jessalyn Gilsig—the Montreal-born actress who played her—on the phone to chat.

I really didn’t want to be talking to you.
Jessalyn Gilsig: Oh thank you for that.

Did you ask to leave the series or did Michael Hirst write you out? How did it come about?
I actually approached Michael. At the end of the second season I had some family things come up and they needed me in a way that being over in Ireland made it tough to take care of. I felt like I had to be there in a personal level and Michael was amazing, incredible. He has family too and understood. He was disappointed, which was incredibly flattering, but he respected my reasoning. We talked about how to do this while giving Siggy justice, so he came up with this exit for her, which I thought was beautiful and unexpected and poetic and unique.

Did you have any input into her death or was it all him?
Oh no, it was all him. We talked a little bit about what might have been and one of the things I talked about was that her whole intention upon waking every morning was to work her way back to that throne. I think that’s why Michael worked in that scene where Siggy is so frustrated with Ragnar and Aslaug’s actions that she works to take the throne back and that trajectory is cut off by the random event of her jumping in the water to save the children.

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I would do anything for this show. The role gave me so much … if they want me to come back and work catering I would do that.

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It was a very nice scene with her sitting on the throne again and looking over to the empty throne where Earl Haraldson had once sat. It felt very much like a full circle of sorts.
Thank you. Even for me, after three years of playing this character I would think during those scenes in the hall, ‘That’s my seat, I built this house,’ and I love that I got to go back. And you’re right, it did have that feeling of what’s ahead but also acknowledging Gabriel Byrne’s character.

Let’s talk about the scene leading up to the lake. Was that all you running through the forest?
That was all me! I love doing that kind of thing. Look, it’s such a cool job anyway, but some days they tell you, ‘OK, today you’re going to climb a mountain and dive into a frozen lake and save these children,’ and you think, ‘I could be entering numbers into a spreadsheet right now. I am a grown woman. This is my job??‘ I never, ever, ever complain. It is the best gig you could ever have and I love it. The best thing that you could tell me is that I can’t do something. It’s the best motivator for me.

Was the underwater scene filmed with you in a tank?
We shot that over a few days actually, and part of it was in a tank. Everything from the outside diving in was a tank and everything underwater was in an outside swimming pool in Ireland. It was pretty intense because they had to cover the pool so there was only one opening for light. When you were under you had to find you way back to that hole. That was kind of intense and took some practice.

I was grateful we had a day of rehearsal because the clothes and hair were really heavy when they were wet and we had to work out the angles with the dummies that represented the children and the kids themselves. That was the hardest part for me, putting myself in the scene without worrying about the child actors.

Was the water warm or cold?
Everything in Ireland is cold! [Laughs.] We’re Vikings, what are we going to do, complain?

Vikings has featured several visions, including Siggy seeing her daughter seconds before she went under water for the last time. Does this mean the door is open for Siggy to return as a vision?
That’s a good question. I can say on a personal level that I would do anything for this show. The role gave me so much … if they want me to come back and work catering I would do that. [Laughs.]

Was there a party for you once everyone found out Siggy was exiting the show?
On my actual last day there was a party with the cast and myself and my daughter, who is eight and is always with me, but I had already had one with the whole company. The thing is with the actors is that I’ll continue to see them because they come through L.A. and we’ll meet up. The people I’ll really miss is the crew because most of them are based in Ireland. I can’t say enough about those people. They are the most creative, committed people I have worked with in my life. They set the bar with the level of artistry on that show. I’ll miss them but I’ll go back. We have a life there.

Did you take anything from the set to remember the experience by?
They made me a beautiful necklace for Siggy that had some Viking symbols for fertility on it and that was made by the costume department for me. What I should have taken, and I’m upset I didn’t, was some of my hair extensions. I loved Siggy’s hair. It was so long and so ratty. I’ll miss that most of all.

Will you miss Siggy? Let Jessalyn know your thoughts in the comments below or via @tv_eh.

Vikings airs Thursdays at 10 p.m. ET/PT on History.