James McAvoy stars in the new movie My Son, currently streaming on Peacock. Written and directed by Christian Carion, the film follows parents played by McAvoy and Claire Foy (The Crown) looking for answers about their missing son. However, what stands out about My Son is the fact that McAvoy was given no script or dialogue for the film and had to improvise his entire role, reacting to the film as the story unfolds.

Related: James McAvoy's 10 Best Movies

McAvoy spoke to Screen Rant in this interview about the unique process of making My Son, acting without a script, and which of his past characters he'd like to revisit.

Screen Rant: I love an anniversary, I love something to celebrate. I don't know if you know, but this year is the 10th anniversary of your first time playing Charles Xavier because X-Men: First Class came out in 2011. I know it's a sweeping question, but what did or does that experience mean to you to play that character?

James McAvoy: Certainly the first couple of scripts, the first couple of movies that I got to do, I really got to explore him as a person in a way that I don't feel we have explored that character that often, on or off film. So I felt really, really lucky, really, and I enjoyed, great bunch of people, and we enjoyed our time and I can't wait to see what they do with it next.

I don't know if you keep up with the rumor mill, but there's one popping off about Charles right now, that he might show up in Dr. Strange 2.

James McAvoy: Oh really? Got nothing to say on that.

I feel for people like Andrew Garfield who have been doing press lately and then there's rumors about him showing up in movies and he's just like, "No, not in it. Leave me alone!"

James McAvoy: They're just doing it because the actor has to say no, and we're used to the actor saying no, and then they do show up. But I'm saying no and I mean it.

James McAvoy in My Son

My Son, is your latest movie, it's available on Peacock right now, and it's so impressive watching you work, but then when I hear you improvise most of, if not all of the movie, I'm like, "What?" Have you done any improv before?

James McAvoy: No, no, I've not done too much improvisation. I wouldn't say I'm uncomfortable with it, but I wouldn't say I'm comfortable with it either. The director said to me, "James, I want you to be in my movie. I want you to be in the film because I believe that you are so off the cuff." He never knew what I was going to do next, and he thought I never knew what I was going to do next.

And I was like, "Huh, I'm actually the complete opposite as an actor, and I'm usually quite planned and thought out, and I know exactly what I'm going to do and I figure out how best to do it." So I was like, "I think you might have the wrong actor." But it's a great challenge for me and it was one that I was dead excited to undertake.

So was it harder or easier than you expected once you were in the mix?

James McAvoy: Well, I had no lines to learn, so it was great. I mean, you got to turn up every day and be open and be vulnerable and be willing to make mistakes. And that was easy, you just brought yourself every single day. Whereas when there's a script, don't get me wrong, I probably prefer working with the script, but you've got a whole page full of obstacles and problems and maybe things that don't work or an actor who goes, "I think it's like this and I'm going... I think it's like this." And whereas you just get, it's all there on the day and whatever happens, happens. There's something kind of freeing, and pretty easy, and just being in a band about that.

Did your actions in the movie ever determine certain plot lines? Or was that all kind of planned out? Was it there ever any, kind of choose your own adventure that shifted things a little bit?

James McAvoy: No, it pretty much choose your own adventure the whole time. However, it was pretty clear to me when I'd walk into the room sometimes, the cameras, there was maybe two or three cameras over there in the corner and I'm like, "Well, I know I can't go over there and I know I can't go into the bathroom because there's no cameras in the bathroom, so I know I kind of know what my stage is."

 You know your parameters. There's a couple of times where, I mean, I never did this, but say I climbed up a tree, [Christian Carion], the director comes up and goes like, "I think it's wonderful, it's beautiful, we captured the moment. However, we can't have you climb up a tree, we need you to jump off the cliff." Every now and again, he'd maybe say to me, "Please, the story lies in a different direction, can you possibly do it again and make a different decision?" Which would then lead me to kind of go like, "All right. Well, of all the options and all the decisions I can make, what does this story feel like it wants the most? And all right, I should probably go in that building." And so, things like that.

What do you look for in roles nowadays, would you say?

James McAvoy: A challenge, a good challenge, which they certainly represented. Good writing, which this didn't represent because there was none, not for me anyway. Yeah, good writing, a story that you maybe care about, and the opportunity to perform too. Because sometimes you're going to have a great script, brilliant writing, and all it really needs you to do is just sit there and be still in your close-up and look thoughtful, you know what I mean? And do "film acting" which some people, jokingly, call film acting, which is like doing nothing acting and stuff like that. I don't know, it drives me bonkers, I don't like doing it.

So something that lets me actually perform and deliver something, which isn't necessarily always about acting. Performance and acting aren't necessarily the same things. They fall under the same umbrella, but something that lets me perform, I think.

If you could revisit any character you've ever played, is there anyone you would really want to go back and play again?

James McAvoy: I loved Bruce Robertson in Filth, but I feel like I exorcized him out of me a little bit. I don't know if I needed to revisit him, but I don't know, maybe I would.

I always fancied seeing what happened to Wesley Gibson in the movie, Wanted. Seeing how he went on in his life being a sort of vigilante assassin. If you could come up with some sort of quite honest and real, but still fun and brutally violent story about that, that would always have been interesting, but yeah, probably those two.

You wanted a sequel right?

James McAvoy: There was a sequel, they wrote a couple of scripts for sequels and all that kind of stuff, but it never got off the ground.

Next: What The Wanted 2 Story Was (& Why The Movie Never Happened)

My Son is currently available to stream on NBC Universal's streaming service, Peacock.