Close To Me, a six-part thriller series, arrives December 16 on Sundance Now and AMC+. The new show, which premiered in the UK on Channel 4 to rave reviews, follows Jo Harding (Connie Nielsen) after she's lost a year of her memory due to a bad fall. By her side is her apparently devoted husband Rob (Christopher Eccleston), who's harboring a few secrets of his own that she'll have to deal with sooner or later.

Related: 10 Best Shows Like AMC's Ragdoll

Nielsen spoke to Screen Rant about discovering the world of Close To Me alongside Jo and tackling the various complicated dynamics within the series. Plus, check out a sneak peek from the first episode of Close To Me below!

Screen Rant: What a brilliant show. It is so good. I haven't finished it yet, so no spoilers but it keeps you guessing. Not just in every episode, but literally in every single scene. It's like you're playing a detective alongside your character, Jo. But first of all, talk to me a little bit about your character, Jo.

Connie Neilsen: My character, Jo, is the worst detective in the world. She's got a brain injury because of a fall. And yet, because she has realized that everyone around her is lying to her, she has to go find out what the truth is. What you're going to see is to be on the inside of the mind of a person who is very funny, has a very dry sense of humor, but you hear her thinking as she tries to understand what happened. You kind of get to go on that trip inside of her mind.

Sometimes you do this thing where you could tell that the weight of the scene is heavy and your character has these reactions. It's that reaction of frustration and anger, not knowing and recalling what is going on. When you approached the character, what interested you the most in portraying Jo?

Connie Nielsen: Well, first of all, I wanted to be sure that I wasn't trying to make her likable. I wasn't trying to make her sexy. I wasn't trying to be anything, but this brutally honest portrait of a woman on the verge of a nervous breakdown, practically, because she's constantly being triggered. Everything in her world feels hypersensitive because of the brain injury.

Then there is that thing she knows because she's a dog with a bone, she knows there's something there. Everyone keeps saying to her, "There's nothing, there." And she's like, "No, I know this."

We all have that feeling. When you have that feeling, you just know you're right. You know that this is the truth. What's interesting for me as an actor, is to play a person who is remembering herself differently from the way she is now. But also, who are we? Who are we if our brain is no longer really working? How do we know that we are who we are?

You know what? I didn't even think about that challenge. Because I, obviously, had to assume you read all the scripts ahead of time and you knew where everything was going. But knowing that, how does that affect your performance? Because you don't want to know that stuff when you're in the scene.

Connie Nielsen: I mean, it's that age-old thing that every actor says all the time, "Be in the moment.” But it's also what historians say, "We can't judge the decisions of people from 100 or 200 years ago on the basis of what we know today." They didn't have that information then, or they weren't informed about that then. We cannot judge them on the same basis as who we are today.

That's the same way I went about with Jo. I just literally just put myself in that place right then and there, that sense of disorientation, that sense of fear. At the same time, what you see with Jo is that she's starting to have visions. She does not know if what she sees is real or not.

In that sense, she's also realizing that maybe throughout her entire life, that has been the case, except she wasn't conscious of it. Maybe there are things that she just has been so gaslighted into accepting and believing since she was a little child, that now is coming up for a big accounting. It's time for accounting.

This show has drama, suspense, mystery, and a tad bit of surrealism as well. All of these elements added in together. What were some of the tones and themes that jumped out at you, that attracted you to Close To Me?

Connie Nielsen: The fact was that I play a Dane married to a British partner. I really love that I was showing a real-life couple. Where people are from different places and they get married and they bring their things. But because I had that Scandinavian component, we also wanted to put in that Scandinavian noir feeling, that style of shooting that we have in Scandinavia. It has that kind of darkness that those Scandinavian thrillers often have.

At the same time, it has this whole psychological thriller background, and you start fearing for her on many, many different levels. Who can she count on? Who can she not count on? And can she even count on her own mind to know?

Connie Nielsen Close To Me

Christopher Eccleston is brilliant in this show. He plays your husband, Rob. He definitely keeps you guessing the more and more the show progresses. Without giving any spoilers away, can you talk about their relationship and how it's explored in the show?

Connie Nielsen: It's your typical, successful marriage. They've been together forever. They've raised two kids together. They've brought families together. Now they're at that point, he's looking forward to enjoying that the kids are out of the house. They can have sex when they want to. But she is not ready, because wait, her dad is old. He should not be in a home no matter how luxurious. She wants to nurse him at home. They've already been through that with the mom, and he's ready to have her time and her full attention.

Earlier in their marriage, it was the babies that got all the attention. Then it was her job. Then it was the old, dying parents. When is he going to get that affection and attention that he desperately craves?

At the same time, he is starting to go through a midlife crisis. And do you know what? She's going through menopause. You have people who are going through a crisis. You have a family who doesn't think that they're going through a crisis, because guess what? Nobody talks about menopause. Nobody talks about any of these things. There's no understanding of just how powerful these changes can be in a family. Huge changes.

Another interesting character that's so intriguing is Frederik, who is your father on the show. Such an intriguing character there. I don't want to give too much away from what I know, but can you tease their relationship a little bit?

Connie Nielsen: Absolutely. It's like, he's her end-all. He's the father that the daughter looks up to. However, he is going through a very serious change as well. I can't give that away because I don't want to spoil what people will see. But in a way, they are mirroring each other's experiences with regards to, "How am I going to hold onto my sense of reality? Do I know what's happening right now? Is my brain playing a trick on me?"

He's experiencing some of those same things, so they're mirroring each other. But at the same time, as we move forward, he will, in fact, be a key in a very strange way to the mystery that she is trying to uncover.

The last question I have for you is a little off-topic, but you are iconic as Hippolyta from Wonder Woman. I want to ask about Wonder Woman 3 because I love Hippolyta. In the comics, she's with the Justice League. Where's Hippolyta going next? And would you like to see her join the Justice League?

Connie Nielsen: Oh, of course. Of course, I want to see her join the Justice League. I just literally would love that. I am in love with that character, too. She is just so gangbusters. I mean, she is amazing. I love her.

Next: Wonder Woman 3 Can Change How Powerful The Amazons Are

Close To Me premieres December 16 on Sundance Now and AMC+.