‘I think you do create your own success’ … Maisie Williams. Photograph: Sarah Lee for the Guardian

‘It resonated with me as a young human’ … Maisie Williams and Zach Wyatt in rehearsals for I and You. Photograph: Manuel Harlan

In I and You, she plays Caroline, a housebound 17-year-old girl who communicates mostly through her phone, until a classmate, Anthony, drops in unexpectedly. “Caroline has a very quick wit and an almost pessimistic view of the world, which she’s built from experience, and has all the facts to back it up.” This pessimism appealed to her, as did the chance to tell a story about a generation – her generation – that she feels is too often “the butt of the joke”. “Reading the script was like reading texts on my phone from when I was at school,” she says. “What’s exciting about it is how much it resonated with me as a young human in the world today.”

Yet her own experience as a young human was particularly unusual. She was 12 when she first auditioned for what would become the biggest TV show on the planet. Surely that’s a difficult age for anyone, but particularly so if it feels like the world is watching you? “Mmmhmm. Well, 12, not so much, but 15, 16, that’s when the hormones are really flying. Going through that and trying to juggle other people’s opinions on who you are and how you should act, that’s difficult, just because you’re desperately trying to find your own identity. Whether you’re famous at 15 or not, you’re still confused as to who you are.”

First blood … Williams with Sean Bean in the opening season of Game of Thrones. Photograph: HBO/Everett/Rex Features

Williams is hugely popular on social media, with vast numbers of followers – almost 2 million on Twitter, nearly 6 million on Instagram. “I think it doesn’t really matter how many people are following you,” she sighs. “The problems are still the same. The comments still hurt just as much, whether it’s one person, whether it’s everyone in your school, whether it’s everyone in the London area. So I don’t think my experience was that different. Maybe on a bigger scale? But it’s still problems you face no matter whether you’re in school or in a TV show.”

After filming the first couple of seasons of GoT, Williams went back to school, but it was a difficult, upsetting experience, and eventually she was taught at home. On a recent Desert Island Discs, Tom Daley spoke about returning to school after his first Olympics and finding that people were… “Being awful to him?” suggests Williams drily. “Shocker.”

But she adds a note of unexpected kindness towards the people who made her unhappy. “I don’t want to excuse anyone’s behaviour. But being 15 and feeling threatened by someone who’s successful, that seems like quite a human thing. When I look back, I just think it could have literally been anyone. It just so happened that I was the one who got the success.”

‘Arya’s always bloody alone!’ … Williams. Photograph: Sarah Lee for the Guardian

For a while, it all put her in a kind of funk. “Leaving school, and then going back and having this awful experience, made me really bitter about life and people. People let you down and they hurt you. I went through a really dark phase of just thinking everything was awful.” She has been using these memories to tap into Caroline’s worldview. “It is a very honest teenage mindset of, ‘Bad things happen to me, so the world is bad.’ Those are your first steps into the big wide world. It’s not very encouraging.” Has the fog cleared? “I think I’m still clearing it,” she laughs.

This summer, Williams and a friend launched Daisie, a networking app that aims to give young people who don’t have connections a leg up into the entertainment business by putting them in touch with each other. “People can graft and graft and graft and never get a chance,” she explains but adds: “At the end of the day, I think you do create your own success. People can sit back and say I was given an amazing opportunity, which is why I am where I am, but I also gave up being a normal teenager. I gave up a huge part of my adolescent life. I’m still petrified of my peers, because I just didn’t spend a lot of time with them.”

Williams gave 10 years of her life to being Arya Stark. Hold on, I say, is it Arr-ee-ya or Arr-ya? I never know. “It’s Arr-ya,” she says. “But I don’t like that, so I call her Arr-ee-ya.” She finished filming her final scenes in July, and she dangles a hand to show how not-Arya she is at the moment. “I’ve had my fingernails painted for three weeks,” she laughs. “That’s how far out of the show I am. It really feels like a long time ago.”

The show is yet to air, which means she can’t quite bury it yet. “It’s still very much a part of my life,” she says. Only this morning she was talking to Sophie Turner, who plays Arya’s sister Sansa, and in a couple of weeks she’s seeing Lena Headey (AKA Cersei Lannister, Queen of the Seven Kingdoms). As we talk, she gets a text from one of the assistant directors.

Williams says that some cast members are still mourning its loss, but she feels at peace with leaving Arya behind. After all, as Arya, she has witnessed the massacre of several family members, joined a guild of shapeshifting assassins, gone blind, regained her sight, and served an enemy the flesh of his sons in a pie. Even by the show’s bloody standards, she has been one of the most bloodthirsty. “I got to the end and I didn’t want more. I had exhausted every possible piece of Arya. And this season was quite big for me. I had a lot more to do.” Then, in case anyone thinks she’s giving too much away about the tightly guarded ending, she adds: “Mainly because there’s just less characters now, so everyone’s got more to do.”

Lupine powers … Williams as a young girl with lupine powers in The New Mutants. Photograph: Marvel

he will say, however, that her final scene was “beautiful. I ended on the perfect scene. I was alone – shocker! Arya’s always bloody alone. But I was alone and I had watched a lot of other people wrap. I knew the drill, I had seen the tears and heard the speeches.” How was her own speech? “It wasn’t something I planned, but in that moment I realised what the show meant to me.” She went off to her trailer for a little while, to be alone, then they went for a fancy meal. “And drank a lot of sake.”

I and You is a short run, only a few weeks, but she has plenty to keep her busy after that. There’s The New Mutants, a horror-tinged spin on the Marvel franchise, in which she plays Wolfsbane, a young girl with lupine powers. It’s due next summer. There’s all the promo for GoT, then a film about rival speakeasies in second world war-era Malta, and of course Daisie, which she seems to truly love. “It’s a nine to five job, which is the routine I need.” She smiles. “I can’t live this crazy, sporadic life.”

I and You is at Hampstead theatre, London, 18 October to 24 November.