Overnight success took Edie Falco a hard decade and a half. Much of it was spent waiting on tables and looking for decent roles. She had carved herself a small niche in independent films and theatre which just about freed her from waitressing work when The Sopranos came along and changed her life. ‘I’d been living in a fifth-floor walk-up the size of these two tables for about eight years. I didn’t have a kitchen. I had a little hotplate that I plugged in. And I considered myself lucky – it was the West Village, and a tiny, charming place of my own.’

Falco vividly remembers the inauguration of her life as Carmela Soprano, the suburban New Jersey gangster’s wife. ‘It was just a pilot for a television show. We’d all done pilots before. Pilots mean you get a chunk of money and two weeks of work. Most of us had been around long enough to know that nothing ever gets picked up, and if it gets picked up it never gets on the air, and if it gets on the air it’ll never get picked up for a second season. The odds are insurmountable.

‘But I was thrilled to get this job. I paid off my student loan and became solvent for the first time which was a very big deal. But we had no idea what we were in for.’

The Sopranos was commissioned for a series a year later in 1999. (‘When I learnt that the show was picked up, the second call I made – after I phoned my father – was to a real estate agent.’) It rapidly became one of the most highly acclaimed and awarded shows on television, withFalco particularly praised for her portrayal of the feisty, complex Carmela. (The fourth series is now being shot.) The Sopranos represented an important departure from past film treatments of the Mafia, emphasising family life as much as crime. The middle-aged Godfather character, Tony Soprano, starts seeing a shrink after suffering a series of panic attacks. Combining brutal violence with dry humour and wonderful writing, The Sopranos seduces audiences into sympathising with its characters before reminding you of the brutality underlying their lives.

I met Falco after the premiere of her latest film, Sunshine State, in which she plays a sardonic, sharp-witted Florida divorcee who had dreams of showbusiness but instead runs her father’s coffee shop and distracts herself with tequila and inappropriate lovers. Falco has already drawn critical raves for her lead role in the sprawling Florida-set film, written, directed and edited by John Sayles, the great indie author of Matewan and Lone Star. Seeing her in an elegant cream-coloured collarless frock coat and matching trousers, her blonde hair (it’s natural – she’s half Swedish) cut short, I was surprised how much younger and more attractive she looked than almost all of the characters she plays on screen.

We talked at an Italian restaurant, and the unnerving thing about 38-year-old Falco is not that her speech, hair and even nails bear no resemblance to those of a suburban New Jersey gangster’s wife, it’s that she lacks the protective carapace that all movie and TV stars bring to interviews with the press: that combination of glibness and practised friendliness. Somehow, despite the worldwide success of The Sopranos, she remains down-to-earth. You get the feeling that she’s too serious about acting as a vocation (though utterly unpretentious about it) to care about a public image, and still finds the attention she garners odd and confusing.

Which is why she’s pleased with her new hair, cut short for the Sayles film. ‘I have had short hair for a year and it’s interesting how few people recognise me. It’s great. I walk down the street and nobody knows who I am. Just because I’ve had a haircut!’ And it’s true; as I ate and she sipped Diet Coke, no one turned to look at her, not even in that I’ll-pretend-I’m-not-impressed way affected by blasé New Yorkers.

‘I did a phone interview today,’ says Falco when I ask her about the Carmela phenomenon, ‘and the woman said, “You have no idea the influence you’ve had on me and my friends. We all went out and got your haircut.” She said it like I should be excited about it, but that can creep you out a little bit.’ She laughs. ‘I never asked for that kind of power. The fact that it has been bestowed upon me has nothing to do with me. I hope to get to the point where I find it humorous and amusing. But right now it’s information I don’t know what to do with.’ It bothered Falco that when she was in the West End performing in Side Man two years ago there were ‘crowds of Americans screaming, “Carmela we love you!” – after two hours on stage in London! It was a little disheartening. One of those “be careful what you ask for” things.’

She is aware of the way The Sopranos has changed her profile. ‘TV is very big. It has very long arms. Countries I’ve never been to and will never go to have seen me in their living-rooms in bed with my fake husband!’ As for the appeal of the show, ‘I don’t have any objectivity. I’m way too close to it and to all the people involved to understand what’s going on. I’ve often wondered, if I wasn’t in it, what my experience of it would be. Would I watch it? Would I be a fan?’

Falco tries to treat the show just like all the other jobs she has had since coming to New York 15 years ago, hoping to break into the industry. ‘I’ve made a point of just doing my job: showing up and saying the lines. I can’t think in terms of what’s written on the website or how many countries it’s playing in. There’s no room for that in my brain and it would affect my experience of working on the show. I worry it would be overwhelming. Also I’ve seen lots of people I care about – actors, filmmakers – suddenly being recognised for what they do and turning into people I no longer like.’

Born in Brooklyn, Falco grew up in the working-class Long Island suburb of Northport. Her father, a jazz drummer and graphic artist, and her mother, an amateur actress, divorced when she was 14. A Long Island girl who made pilgrimages to the city to see the ballet, she began acting at high school, inspired by her mother’s work in community theatre. ‘I was very shy but any chance I got to audition I took. It started when I went with my mum to community theatre plays and it seemed like the most magnificent thing in the world – grown-ups running around with costumes on, acting these things out. They started putting me in her plays and I thought, this is what I want to do.’

She went to SUNY (the State University of New York) in Purchase, an hour north of the city. It’s known for its theatre programme and many alumni with successful careers in the New York indie film scene. (Falco’s contemporaries included Parker Posey, Wesley Snipes and Stanley Tucci.) ‘It’s a dreary place, but it was very inexpensive and the theatre department was extremely competitive.’ But success was slow. ‘I never had a plan. I just wanted to be working.’ Her first movie roles were in films directed by SUNY contemporaries such as Hal Hartley (Trust) and Nick Gomez (The Laws of Gravity). There were also supporting roles in Abel Ferrara’s The Addiction, Woody Allen’s Bullets over Broadway and James Mangold’s Copland.

In the mid-Nineties she landed the role on the US TV series Oz that inspired writer-producer David Chase to hire her for The Sopranos. Meanwhile she played the alcoholic mother in Warren Leight’s Side Man, which took her to London for the first time. By the time she won her first starring role in a movie (Judy Berlin, in 1999), The Sopranos had already made her famous.

‘I just bought a spectacular place in the West Village and I’m never leaving as far as I’m concerned. When you think about living in Manhattan as a kid you picture the movies you’ve seen: where you walk up the steps of the brownstone. Then you’re an adult and you’re living in a tenement on the fifth floor with a hotplate and you realise that’s actually what it means to live in Manhattan. But now I’ve bought a brownstone and I’m walking up the steps, I’ve got the lamppost in front and there are cobblestones in front and trees. . . She seems genuinely amazed. ‘It’s really strange when it all starts to come true, you know. I don’t know what to wish for now.’

She is amused by the irony of her own success; could she give it up? ‘Therein lies my saving grace. I have been impoverished my whole life. I grew up with very little money in my family. I went to the cheapest schools imaginable. I had to hold down jobs in school just to pay for groceries. So if The Sopranos ends and I never work [in TV] again, I’ll continue to do plays. I can live in a teeny little space because it’s what I know. That makes me feel very confident and strong. I don’t need any of this stuff – it’s lovely, but I do not need it to get by.’

Nor does she live a particularly expensive life now. The main difference is taking cabs. ‘I used to rollerblade everywhere. It was how I got around for years. A lot of things have changed; it’s partly getting older. I used to write in a journal every morning for 20 years, starting in 1980. I realise I haven’t even looked at it for six months. It’s a private relationship I no longer need as much.’

But Falco is deeply ritualistic; she goes to the same little coffee shop every morning, and runs along the Hudson river every day at 7am. ‘I’m a little less tyrannical than I used to be. It’s always been about keeping a sense of order in my life because it’s an odd career I’ve chosen and so much about it is beyond my control. So much of my life is in the hands of people I don’t know.’

She found her time in London (in Side Man, then The Vagina Monologues) occasionally hard for those reasons. ‘London is a spectacular city,’ she says wistfully. ‘But because I’m such a homebody I got terrifically homesick. I also have a dog that is the centre of my life. I couldn’t bring her with me for those six months and it was excruciating. Meanwhile I kept walking through Hyde Park, shopping at Selfridges and thinking, I wish I was present enough to be enjoying it. I was also missing my friends and the coffee shop on the corner. I get very attached. I don’t pick up and move around easily.’

Speaking of her particular affection for her dog Marley, a lab-shepherd mix, Falco says, ‘Well, you know, I’m of the age when many women have children and most of my friends do. It’s not feasible for me with the schedule I’m keeping. I think it’s something I’ll eventually do. But I never have any idea what’s going to happen to me next week. So who knows, I may never have a family. I’d have to meet the right man first. I’m not in a relationship now, and that seems an impossible task. And I’m not interested in raising a kid by myself. But in the back of my mind I’m thinking, I’d like that some day.’

She loved working with Sayles and the bumper cast of Sunshine State (Angela Basset, Timothy Hutton, Mary Steenburgen and Jane Alexander). ‘John Sayles hand-wrote a letter to my agent: “Dear Edie, I’m a big fan of yours. Would you consider doing this part in my movie?” Ridiculous! It’s the same as having a brownstone in the West Village. John Sayles writing me a hand-written note asking me to be in his movie.’

The film was shot in Florida. ‘I was living on the beach with my dog for six months. Hangin’ out every night smokin’ cigarettes, drinkin’ wine. It was so much fun. John Sayles just doesn’t take it too seriously. We’d have eight-hour, 10-hour work days. Barbecues, softball, volleyball on the beach. It was all about the social life – they called it Camp Sayles. I’d do it again in a second!’

The work with Sayles calls forth her most idealistic yet self-effacing sense of her profession. But behind her modesty you get a sense of Falco’s quiet determination and confidence. ‘I’m smart. I could have done other things. I could have become a lawyer, I guess. I was lucky enough to know pretty early on that this is what I love. I’m also very pig-headed and I decided this is what I’m going to do, however it comes to be.’ Suddenly Falco sounds a bit like Carmela after all.

• ‘Sunshine State’ opens on July 26