Warning: This interview contains spoilers for “Severance,” the eighth episode of the final season of “Mad Men.”

“I’m glad it’s out there in the world,” Maggie Siff told HuffPost Entertainment on Monday afternoon. “I feel like I’ve been sitting on my demise for a long time.”

The demise she’s kept under wraps is actually that of Rachel Katz (née Menken), the department-store owner who became one of Don Draper’s first — and most significant — affairs on “Mad Men.” Siff hadn’t appeared on the show since Season 2, when Don spotted Rachel, dining with her with new husband, months after she’d declined an invitation to run away with him to Los Angeles. Sunday’s season premiere conjured up the literal ghost of Rachel, who appeared in a dream sequence and was later revealed to have recently died of leukemia. We had a lot of questions about the elusive fan favorite’s return, so we went straight to the source. Siff, who has since starred on “Sons of Anarchy,” spoke about returning to creator Matthew Weiner’s iconic world and the strange way she discovered Rachel’s fate.

When did you first find out you’d return to the show?
It was about a year ago. Maybe it was last March because when they contacted me about the episode I was very pregnant. The day they had scheduled to shoot it was pretty close to my due date, so I called Matt and Scott Hornbacher, who was directing the episode, and I said, “Guys, I’m really pregnant and I hope you know that. I would love to do it — I just don’t know what’s going to happen.” Matt said, “It’s okay that you’re pregnant, we still want to shoot it.” He hadn’t told me what it was, so I was like, “Okay.” And then he said, “Production is going until June, so should you not be able to do it, we can do it anytime before June.” I said, “Great.” I thought it would be interesting to make an appearance very pregnant — whatever it was — but it didn’t work out that way because the production then got pushed another couple of weeks and I went into labor. I think we ended up shooting it in June actually, a couple of months after I gave birth.

Was he planning to cover up the pregnancy in the shot?
You know, that’s probably a question for him. I got the impression that it would be part of it. I mean, it’s a dream sequence, so it’s sort of surreal to begin with, and I think he thought that could potentially have been interesting.

Your scene is very visual, without much dialogue. What sort of direction were you given?
I knew it was a dream sequence, so I think the reason why Matt didn’t want me to walk in there knowing the character had died was he didn’t want that to be telegraphed in any way. And I don’t think I would have, but I understood the concern. Scott Hornbacher showed me the clip of what the woman had done at the very beginning of the episode, so I got a sense of what we were talking about. And then we just played around with it. She was very come-hither, and I think Rachel in that scene was a little bit more playful and powerful and really taking in herself in the mirror, in a weird way. It was really just playing with different emphases and looking for the right tone, which was sort of mysterious and sort of sexy and sort of playful and a little bit confusing, and then walking out the door.

Have you kept up with the show since you last appeared?
Oh, yes, I’m a big, big fan. I watch it religiously.

Did you spend that time hoping Rachel would make another appearance?
Oh, sure. I think that one of the brilliant aspects of the show is the way people float in and float out. There’s great potency in that, just in terms of how people imprint themselves on the show and on the psychic life of all these characters. I didn’t know I would come back and it certainly wasn’t a certainty in my mind, but I loved the character so much and I loved all those guys, and I felt like part of the family because I was there from the beginning.

Matt Weiner is notoriously tight-lipped about spoilers. Did you have to sign a non-disclosure agreement or anything like that?
I did not have to sign an NDA. It’s just a given with Matt that you don’t say anything. I think he trusted me. Had I shot it originally, I would have gone to the cast read-through and I would have read the script when they were shooting the episode. But as it worked out with me not shooting it till much later, I actually didn’t get the script until after I’d already shot the scene. I got my pages. Or, I should say, my page. And I was like, “What the hell?” I talked to Matt and I said, “What is this?” He said, “Well, it’s a dream. I don’t want to give you the script until after you’ve shot the episode.” I was like, “Really?” And he was like, “Trust me.” I said okay and shot the scene. I think about halfway through, Jon Hamm made a joke to the effect of, “Ya dead!” And that’s when I knew the character had died. I read the script afterward.

Have you heard that you were on a list of four things the press was not supposed to write about before the season premiere?
No, I didn’t know that. I didn’t know you got bullet lists of things you weren’t supposed to mention.

Only with “Mad Men.”
So you can write a preview for the episode but you have to leave out certain details?

Right. We couldn’t mention Ken’s firing, Rachel’s return, the year the episode takes place or anything about Don’s romantic life.
Oh, that’s funny. I kind of admire that because it really does leave the viewership with a blank slate about the things that Matt wants them to be affected by.

After reading the full script and now having seen the episode, what’s your take on Rachel’s fate?
It’s conflicted. I think initially I was sort of shocked and saddened by it because I loved the character so much. As an actor, you really want the best for the character that you play. I once had a teacher say that you need to be an advocate for your character, so even the characters that you don’t necessarily love or the characters you wouldn’t necessarily spend your life with or have dinner with, you root for them. But Rachel is one of those characters that, in addition to rooting for her, I just loved her as a person. So you want her to thrive and succeed, and if you see her again, you want her to be beautiful and powerful and on top of the world. That said, it’s fiction. I thought the episode was really beautiful and I thought the way we got to see what her life had become was very artfully done and in some ways very satisfying. As for the character, the thing I thought about the most while working on it was about how much of an outsider she was. And then in that scene where you saw her family, her sister, her children, her husband and the community, you felt like she had found a home. That was very satisfying, and there’s also something very satisfying about having your character addressed and included instead of never appearing again and floating off into the “Mad Men” ether.

Some have said Rachel could be Don’s true soulmate. With the advantage of hindsight, do you feel that may be true?
I guess in hindsight I feel they were true equals, in a way. I actually think she was a more grounded and synthesized human being than Don has been throughout the series, but I think she was a true equal in terms of her strength and her intellect. I don’t know that with the other people you’ve seen him with there’s been so much push and pull, and he’s had so much power in a lot of those relationships. So I think she would have been a real match for him and would have challenged his humanity in an interesting way. I don’t know about “soulmate.” I know it’s been said, and maybe I even said it at some point. I’m not sure. I feel like the show, and Matt’s worldview, might be just a little bit more cynical than that. I can’t speak for him, but there’s not a lot of true romance in the show. There was a glimpse of that in their relationship way back in the beginning of the show.

Had she entered his life earlier or had events transpired a little differently, could Rachel be the person who might actually be able to change Don?
In a way, I think that’s the question of the series. I think Matt is really interested in the question, “Do people change? Can people really, truly change and transform themselves?” And the question is posed in the figure of Don Draper, so in a way I think maybe we’ll see what the answer to that question is at the end of this season. I personally believe that people can change. I think one of the things that makes Don a fascinating and iconic character is that we have seen him begin to transform in all of these ways and in all of these relationships. You’re like, “Maybe now he’s going to quit drinking and go to the Y every day and dig himself out of this existential hole. Or maybe he’s going to leave the firm and strike off in another direction, or maybe Megan is the answer because she is young and vibrant and she can bring him back to his youth.” Then you see these things fall away and you see him return to a darkness that he has to grapple with again. I don’t know that anybody can change him except for him.

We were unfamiliar with the show’s gender politics when Rachel came around in the pilot, so her empowerment sort of set the stage for what Peggy and Joan would accomplish in later seasons. Were you aware that she was carrying that torch?
Well, first of all, I don’t think anyone imagined the show would run for seven or eight years. It was very hard to know what the show would evolve into. I was very aware of the fact that it was supposed to be 1960 when we started, and I was very aware of how forward-thinking she was as a character and how deeply unusual she was for that moment in history, and also for what was being represented on the show. She walks into that office and she takes control, and Don says, “I’m not going to let a woman talk to me like that.” She puts her cigarette out in a shrimp cocktail and walks out the door. That was just incredibly fun to play. She’s somebody who used her outsider status both as a woman and as a Jew to push boundaries. She had made a decision that that wasn’t going to hold her back and she was going to do exactly what she wanted to do, and she was going to modernize her business in a way that felt right to her, in addition to being a beautiful, sexy, fashionable woman. She was way ahead of her time and I tried to honor that as best as I could.

When we see Don visit Rachel’s shiva, I had a quick thought that perhaps one of her children is actually Don’s. Do you think that’s possible?
[Laughs] Hmmm. Honestly, that had never occurred to me. You should ask Matt Weiner that question. I’m not going to speculate. It’s not where my mind went. I’ve always imagined that when she broke with Don she made a clean break, and I also think she would be responsible in that way. She was a modern, liberated woman, and I imagine that she knew how to make sure she didn’t get pregnant. But that’s my two cents. Like I say, I have no idea in actuality if that’s something that Matt has even considered.

Do you want to see a hopeful ending for Don?
We root for Don, don’t we? I think we do. I think there’s the glimmer of somebody underneath who has the potential to be bigger and better than he’s been, and that’s kind of why we stick with him. In his own way, we see him struggle. I would like to see him drive off into the unknown toward a new and better future, but I don’t know what that looks like.