"He's supposed to be the best-looking man in Westeros," says Game of Thrones co-creator David Benioff, describing the qualities he and his partner, D.B. Weiss, were searching for when casting Jaime Lannister. "So he had to be really handsome, charismatic, and compelling. And dangerous. You had to believe he could be a killer. Basically, what we needed was a movie star. But there weren't any available to do our TV show."

Maybe, just maybe, they have one now.

"There's an expression in Denmark," Coster-Waldau says, licking his lips as the waitress sets down a glass of red wine and a big bowl of pork puffs on the table in front of him. "'Don't fly any higher than your ears will carry you.' It means don't get cocky. Keep your feet solidly planted on the ground. Don't think you're special. Don't think you're better than anyone else." He pops a piece of the Danish treat into his mouth and chews slowly, savoring its crunchiness. "It's a fundamentally different approach than you have in America."

It's rooted in something called the Law of Jante, a collectivist-socialist philosophy that's been harshing the Dano-Norwegian buzz since the 1930s. Success is to be discouraged. Individuality is to be suppressed. Self-expression is to be buried in the back yard and never spoken of again. It may help explain why Denmark has produced so few movie stars. "There's Mads Mikkelsen and..." offers Coster-Waldau, before running out of other examples. As a youth, he took inspiration from American actors. "I watched De Niro in Once Upon a Time in America till the tape didn't work anymore," he says. "I was 100 percent identifying with this New York gangster as a teenager, growing up in the Danish countryside."

Countryside is an understatement. Coster-Waldau was raised in Tybjerg, a tiny farming village 50 miles southwest of Copenhagen with a population of all of 17 (climbing telephone towers was considered big fun). His mom was a librarian, his dad had a career in what Coster-Waldau vaguely refers to as "administrative services." He's less ambiguous about his father's alcoholism. "He went through a lot of treatments, trying to get sober. He'd go to Greenland for three or four months—that's where Danes would go when they got into trouble or wanted to hide—but it never worked." His parents divorced when he was 6, then got back together again, then divorced again. "Just to make sure the trauma hit home," he adds half jokingly. To escape a difficult family life, he would invent alter egos and send himself on make-believe adventures. "They would always be about me becoming the world champion at something," he recalls, "and then getting chased by girls."

Behold, the birth of an actor. Except Coster-Waldau kept his budding aspirations to himself. He was embarrassed by his dreams, fearful he'd end up a "laughingstock." Jante held him back—but it didn't crush his hopes entirely. Secretly, in his senior year of high school, he applied to the National Theater School. "Not even my mother knew," he says. "When I got accepted, that was the first she heard about it."

Soon everybody in Denmark knew his secret. His first gig out of theater school, at 23, was the lead in a thriller called Nattevagten, playing a morgue worker who gets mixed up with murder. It made him a national sensation. In fact, the 1994 film was such a hit, it got remade by Hollywood as Nightwatch, starring Ewan McGregor. But in some ways, Coster-Waldau's early success was the worst thing that could have happened. "It made me kind of an asshole," he admits. "My first job out of drama school was a big hit, so I thought that was the way it worked. You make a movie and it becomes a big hit. Every time. But, of course, it didn't happen that way."

Coster-Waldau spent the next 15 years bumping up against walls and having his ambitions thwarted. Sure, he built a respectable, workmanlike résumé, but nothing that made him stand out. He was being cast as the hunky henchman or as the handsome husband who spends two thirds of the movie in a coma. On those rare occasions when he came close to landing breakout parts, he'd watch with mounting disbelief as they slipped through his fingers. In 2000, for instance, Coster-Waldau was in London shooting a short-lived British TV series based on Guy Ritchie's Lock, Stock and Two Smoking Barrels. A high-profile Hollywood action director spotted him and decided he'd be perfect for his upcoming big-budget mountain-climbing movie. Within hours, Coster-Waldau was on a flight to Los Angeles. "I'm like, 'Oh, my God, this is crazy. I'm going to be a movie star!' I'm put up in a beautiful hotel, picked up in a Town Car, spend a whole day doing costume fittings—just for a screen test."