With <i>Game Of Thrones</i> soon returning to our screens, the Danish actor reveals his off-screen battle to the top.

Way up in the Malibu Hills, in one of those ludicrous dream homes, the man best known as Jaime Lannister is at the eye of a familiar Hollywood storm. Surrounded by a blur of managers, stylists and photographer’s assistants, all of them in a mad rush, “the best-looking man in Westeros”, as _Game Of Thrones _showrunner Mr David Benioff once described him, is getting his nose powdered and grinning broadly.

“It’s always like this when I come to LA,” he explains. “Total madness.” A native Dane, Mr Nikolaj Coster-Waldau, 45, lives in Copenhagen with his wife, actress and former Miss Greenland Ms Nukaaka Coster-Waldau, and their two daughters, aged 15 and 12. He just pops into town for meetings. “I thought about moving here, maybe a place like this, but the commute’s not actually that bad from Denmark. I use Waze! And anyway…” He gestures at the canyons either side that tumble down to the golden beaches and the endless Pacific. “I’m not sure about these views.”

It’s meeting, shoot, meeting for Mr Coster-Waldau – everyone wants a piece of him these days. His movies are getting bigger and better. After playing the millionaire cad in The Other Woman, opposite Mses Cameron Diaz, Leslie Mann and Kate Upton – “that was a rough experience, as you can imagine” – he’s now playing a god figure this month, in Gods Of Egypt, a green-screen CGI extravaganza.

But enough with the movies. For Mr Coster-Waldau, it’s all about the return of Game Of Thrones – season six begins in April, and fans are already losing their minds in anticipation. Despite being a knight in less than shining armour, Jaime Lannister has been one of the show’s most popular characters, a fixture from the pilot episode on.

“I remember reading that script,” he says, escaping his make-up chair for a minute. We find a quiet corner to chat. “And when he pushes the kid out of the window while he’s having sex with his sister, I just thought, ‘This is fantastic! What a great way to start a character – in the darkest place possible.’”

It’s tribute to Mr Coster-Waldau’s nuanced performance, and the extraordinary writing on the show, that his character has become a likeable, even heroic figure over five seasons. (Warning: spoilers ahead!) He’s been captured in battle and humiliated, his hand has been chopped off, and he’s had to depend on the mercy of a woman knight of impeccable honour, Brienne of Tarth. The two have undertaken an epic journey in which Brienne’s moral compass appears to have rubbed off on him, and by the end, if we’re not rooting for him already, we find him holding his dying daughter in his one remaining whole arm.

Mr Coster-Waldau has been on something of a journey himself. He had a challenging upbringing in Denmark – a humble home that was broken up by his father’s alcoholism. At six, his parents divorced, only to get back together and then later divorce again. “As if the original trauma wasn’t enough!” he says. Growing up, it was just Mr Coster-Waldau, his mother, a librarian, and his two elder sisters. He went to a tiny village school, in which there were only 17 kids in his year – 14 of them boys. “It was like Lord Of The Flies,” he says. “Extremely competitive. Lots of bullying and nastiness.”

But nevertheless, he was a happy kid. Popular, good at sports, a part of the theatre group. Mr Coster-Waldau is not a complainer, not one to take himself too seriously. It’s a part of his charm. “I think a bit of hardship is good for you,” he says. “There’s something to be said for kids learning how to deal with conflict themselves. It prepares them for life.” And he laughs. “Like I know anything about life!”

His Hollywood breakthrough came in 2000 when he and his friend went up to his attic, where the light looked good, and put him on tape. They FedExed the VHS to Mr Ridley Scott, and a year later, Mr Coster-Waldau found himself in Black Hawk Down. “You call it a big break, but when my mum saw the movie, she said: ‘You were great! I loved that scene you did with the coffee.’ I said, ‘Thanks, Mum. That was a great scene... featuring Ewan McGregor.’”

The floodgates did not open. Though Mr Coster-Waldau kept working in Scandinavia, his Hollywood efforts were less successful. There were a few forgettable movies, such as Wimbledon and Firewall, and a huge near miss – the megabucks Disney flop John Carter. And on TV, there were the pilots that didn’t get picked up – his first saw him as a male prostitute for Showtime – or just didn’t last. He played a homicide cop on Fox’s New Amsterdam, but a writers’ strike in 2007 ended that after just a season.

“But it was around that time I got Game Of Thrones,” he says. He was celebrating his 10-year wedding anniversary in Iceland when the contract was finalised. “I was happy, of course, but I had no idea it would be this game-changer. That shows you what I know!”

With Thrones came fame. Not that he’d been an unknown before – in fact, his first movie in Denmark was a hit; he was only 23. “It was all quite overwhelming and shocking,” he says. But American fame was something else. “I remember coming over for Comic-Con after season one and thinking, ‘OK. This is huge.’”

In Denmark, he says, “it’s kind of impolite to make a fuss over people.” Having said that, there was this one time... “I was in the gym once in Copenhagen, butt-naked in the shower and a fan came and wanted to have a conversation! So maybe we’re not so great! But day to day, I think of the late David Bowie. He’d go on the Subway with a Greek newspaper. So when people thought, ‘Is that him?’ they’d see the newspaper and think, ‘No, it can’t be...’ It’s all about how you carry yourself. Just be normal and blend in. People won’t notice.”

He’ll have his work cut out this year, as the Game Of Thrones obsessives reach peak hysteria. Can he give us any clue about what will happen to Jaime Lannister, the handsome, one-handed, dark knight of Westeros? Just a morsel to nibble on until April comes?

Mr Coster-Waldau leans in and whispers. “Don’t tell anyone, but he ends up like the Black Knight in Monty Python And The Holy Grail. No arms, no legs but still fighting.” He cracks up laughing and does his best impression. “Come on then! Cowards! OK we’ll call it a draw!”

The sixth season of Game Of Thrones premieres in April on Sky Atlantic (UK) and HBO (US)