Season 3 of the HBO drama series, based on George R.R. Martin's medieval fantasy books, begins Sunday night.
Asked how he developed his royal adviser/brothel owner character with the show's writers and producers, Gillen told United Press International in a recent email interview: "As far as the character development goes, David Benioff and Dan Weiss stick close as they can to the books, but there's got to be room to move, too.
"I guess as writers get to know actors, certain traits or tendencies -- whether they're natural or affected for the role -- are going to be honed in on, or away from, for that matter. I always thought of the British politician Peter Mandelson from the [Prime Minister Tony] Blair era as a Littlefinger template. He went by 'the prince of darkness' and had a proper Machiavellian shade to him, as well as a good mustache."
So, what does the actor do to get into his character's head before the cameras start rolling?
"I guess you do whatever you can, however you can," he said. "I do sleep in a 'Pimpin' Ain't Easy' T-shirt, that gets me in the mood. Littlefinger is a man with a particular style that he sticks with, and for me, the signature would be that long, dark tunic that I always wear. There are a variety in the same cut, but the darker the better. Also, I wouldn't feel right without my mockingbird pin."
Gillen said he has read some of Martin's books, but since the series doesn't follow the plots of the novels to the letter, he doesn't necessarily know what fate will befall Littlefinger.
"The story lines have had to veer a little from the books to keep characters and events current for a TV audience, but they don't do it any more than they have to," he explained. "I would generally say not knowing where you're headed next is not a bad thing, unless you're a master schemer. In which case ... ."
Despite the show's reputation for killing off major characters in shocking ways, Gillen insisted he does not live in fear of Littlefinger's demise.
"Well, the fact that they're not afraid to do something like chop off Ned Stark's head before the first season is out is radical enough for TV, and from a viewer's point of view, the stakes are higher when you can't just take it for granted that everyone's going to be OK in the end. Bad things happen to good people, too," he noted. "If you're asking me am I worried every time I turn a page of the script, no. ...
"Littlefinger is a survivor and I've died hundreds of times already anyway, and not always spectacularly," he said referring to past projects.