Gilded Age Star Carrie Coon Times Herself Getting Out of Show’s Corsets: 'We Always Make a Sport Out of It' (Exclusive)

For The Gilded Age star Carrie Coon, as soon as she puts on her character's corseted costume, she fully immerses herself into her role as new-money matriarch Bertha Russell in the 19th-century drama.

"You can't help but be transformed when you put on such costumes — they reshape your body entirely," the actress, 43, tells PEOPLE in this week's issue. Another thing that instantly puts her into the role? The eyebrows.

Coon says makeup artist Nicki Ledermann "spends this meticulous amount of time" on her eyebrows so that they match her wig.

"Of course, I'm not a brunette," she notes. "I think my crew would not recognize me if they passed me on the street because I look so different."

Coon, who scored a 2024 Emmy nomination for outstanding actress in a drama series for her role, says it's not as glamorous as it looks wearing heavily embellished gowns with gloves, hats and intricate hairstyles to nail the aesthetic of the period drama.

"When you get to 16 hours in a corset and high heels, you just start to lose your mind," she tells PEOPLE. "You start to understand why women changed five or six times a day, the upper-class women, because they needed a break."

Whenever she can have a breather during filming, she takes advantage of every minute she gets. "Amber and I, she's my dresser, we time ourselves and see how fast we can get in and out of bodices and corsets and things because then we know how long our breaks can be," Coon says. "So we always make a sport out of it."

Filming for season 3 of The Gilded Age is currently underway, and while Coon says she was "really shocked by a couple of the twists we have coming," she's still waiting to see all the scripts. "I am eager to be surprised," she says.

No doubt she's hoping for a scene where all of her costars come together. "It's funny, our favorite days are when we have big ballroom scenes or big charity event scenes because all of us are there," she explains.

"Typically, I'm confined to working with Morgan [Spector] and Taissa [Farmiga] and Harry [Richardson]," Coon continues. "But we have the most fun when it's everyone together because it really does devolve into the old theater camp. We really do have a ball. There's a lot of singing, a lot of complaining, a lot of dancing, and we just laugh."

The Gilded Age seasons 1 and 2 are streaming on Max.