The actress said reading the media coverage of the sci-fi series and reviews on social media felt like “self-flagellation”.
“It’s crazy because what they’re talking about is this fantasy version of me that doesn’t exist at all,” she told Harpers Bazaar.
The 28-year-old said there was “an instant visibility” she had never experienced before starring on the show.
“I’m so naive,” said Cooke, who previously starred in Bates Hotel. “But I think I was on purpose because I didn’t want to confront this fear.”
Cooke, who also said she finds it “so strange” to be discussed by people she doesn’t know as if she knows them, described Game of Thrones fans as “noisy”.
And she admitted that “it was a challenge to close your ears and eyes to that”.
“It’s like in the schoolyard: you want to know what everyone is saying about you and what has been said,” she explained.
On how she’s dealing with all the unwanted attention now, she said, “All you can do is be as authentic as possible.”
Cooke “felt great” after landing the role of Alicent Hightower.
However, she soon began to worry that her life “was going to change in a really scary way. And, ‘what have I done?'”
The interview follows her conversation with The Guardian in October when she admitted she had never seen an episode of Game of Thrones before landing the part in the prequel.
“But to my own detriment,” she said, “because it’s really damn good.”