Jacob Anderson‘s first appearance as Grey Worm on Game of Thrones came in season three’s fifth episode “Kissed by Fire,” when the Unsullied elected him as their leader. It then took him 35 episodes to get on a boat to leave Slaver’s Bay and finally (finally!) arrive in Westeros this past season. But it was a trip he never expected to take, not because he didn’t believe in his Khaleesi, but because he never thinks his character will make it out of a season alive.

We talked to Anderson about the series ahead of the release of season seven on Blu-ray, and while some of us (:raises both hands:) were absolutely relieved for Daenerys to finally get the hell out of Meereen, on a personal level Anderson wasn’t all that jazzed by it.

“As a fan of the show I was very excited for her to be on her way,” he said, “But as me, I could have stayed there forever, because we were always in the hottest places, like in Spain, Croatia, and Morocco. I was enjoying the heat. As soon as I got an inkling we were gonna be heading to Westeros I was like, ‘Aww, what? It’s cold everywhere else.'” His instincts weren’t wrong either, since he said Dragonstone was really as windy as it looked on the show. (That’s what happens when you dither in Essos and don’t leave for the Seven Kingdoms until after winter has come.)

Despite the cold it wasn’t all bad though, because he got to play on some great new sets in season seven, one of which had special meaning to him. He said the the map room in Dragonstone used a technique he used to love learning about as a kid watching Star Wars extras. “There’s a matte painting of the ocean in the background, and they have wave machines going so there were a few times I looked out that window and I could actually believe if you were to jump out that window that you’d be outside, and I just had a moment where I was like, ‘Oh my god this is like those behind-the-scene videos I used to watch when I was a kid, this is amazing.'”

But he never expected to head to Westeros at all, because while fans of the show were counting down the days until Daenerys finally left to take the Iron Throne, he was always looking over his shoulder for when the axe—literally and figuratively—would fall on his character. Everyone on Game of Thrones should have that fear, but for Anderson he was told when he joined the show there were no guarantees he would be around for very long.

“I didn’t think Grey Worm was going to make it past season three. I was told as much as well, that they weren’t sure yet whether this was going to be a character who was going to keep going or was going to be on the show for awhile,” he said, “They were bringing the Unsullied into it, and they wanted a character who represented them.”

It’s understandable why he wasn’t sure if season three would be his only one, but even now after surviving for so long and becoming a close advisor to the Mother of Dragons, his concern that every episode could be the character’s last has never gone away. That includes even after he has proof telling him otherwise. “I go into every day thinking (I’ll be killed off) even if I’ve already read scripts and I know what’s happening,” he said, “I’m like, ‘They’re going to change their minds and get rid of me at some point.'”

Considering the show he’s on it would be easy to chalk his fear up to the simple fact no actor should ever feel any job security on Game of Thrones (especially a soldier), but Anderson has a very unique problem that he thinks makes him especially vulnerable to being killed off.

“I’m worried they’re going to get rid of me because I’m bad at keeping a straight face,” he said, “You know that thing about ‘you had one job,’ I have one job and it’s to look stern and to take things seriously.” That’s an incredible problem to have when you play Grey Worm, and he says it’s a constant issue, because he’s “in danger of ruining” every scene every day. But what about the one scene where he was supposed to smile, when Grey Worm, Missandei, and Tyrion were telling jokes? Surely that wasn’t a problem, right?

“I didn’t know how to smile. How does a person who has never smiled in their life smile? And I kept doing these weird faces that could have ruined that scene,” he said, adding eventually the director just told him to smile normally. He had a related problem when Grey Worm was on a boat for the first time too, in the season six finale, because he was overreacting to that experience with a “freaked out” face. “The director told me, ‘He’s seen water before, there’s definitely water in Slaver’s Bay.'”

But despite all of his fears about why he would never make it to Westeros, he is still standing as we head into the final season and the Great War with the White Walkers, and for that we’re glad.

Even if it means he has more filming to do in even colder climates.

Did you expect Grey Worm to ever make it to Westeros? Set sail in our comments section below and tell us why.

Need More From the Throne Zone?

• Here’s why Bran is rooting for the “Bran is All Brans” theory.
• Did you know Canto Bight is ALSO King’s Landing?
• And finally, Jason Momoa can still speak Dothraki.

Images: HBO