Leave it to Mad Men mastermind Matthew Weiner to throw his audience a ninth-inning curve ball by introducing a major character to his drama series in the final few episodes. Played by Emmy-nominated actress Elizabeth Reaser (Grey’s Anatomy, Twilight), the surprise newcomer is a sad Midwest transplant who, we learn, moved to Manhattan to leave a tragedy-riddled family life. The cosmic coincidence is not lost on Don, also a N.Y.C. transplant and tragedy survivor who has muddled through his own share of identity-related issues. And in the first two episodes of the final Mad Men run, we watch as our hopelessly melancholy Mad Man is magnetically drawn to this similarly anguished waitress in a way that our handsome protagonist has never been drawn to a female character before.

He seeks her out so plainly—a seeming violation of the Don Draper Dating Discretion Code—that the dynamic between the two feels unprecedented and bizarre, especially given that this minimum-wage-netting brunette is more modest than most of his previous flames. Stranger still, all scenes filmed with Diane—whose nickname “Di” only encourages the doomsday conspiracists among us—have a dream-like quality, with Don sometimes staring at his new obsession as if he isn’t quite sure whether she is an apparition that he mythically conjured in the last leg of his existential downward spiral. This theory is supported by the fact that Diane has gone mostly unacknowledged by Mad Men’s other recurring characters. (Roger barely looks at her in her introductory restaurant scene. And Sylvia and Arnold mostly ignore her in the elevator.) The dreaminess of this character arc is augmented by sudden cuts between scenes—for instance, Don is suddenly dressed immaculately in a freshly-pressed suit when he greets Diana at the door late at night—even though he just spoke to her half-asleep while wearing pajamas.

In a new interview with Vulture, Reaser speaks to Diana’s mysteriousness. She acknowledges that Diana exists outside of Don’s work and personal life—a realm Weiner has never really explored—and suggests that this is not an indicator of her being some kind of Sixth Sense–type ghost. But her separation from Don’s world, and the world at large, is why our Mad Men protagonist might be so attracted to her in the first place.

“Don seemed to me very disconnected from his life and lost,” Reaser explains of her character’s connection with Draper. “And then he meets someone who he connects with outside of his world. That can feel intoxicating. And it feels like home or something. . . . And so it made sense to me that they would connect so quickly and so deeply.”

The actress also reveals that she viewed the character as the female counterpoint Don had been subconsciously searching for over the course of seven seasons and countless shags. “I just felt like they were very similar in the way that they communicate, and people say, you know, ‘Diana is mysterious,’ and I think she’s very direct. . . . And she’s been through so much that she has nothing left to lose. . . . She basically doesn’t give a fuck.”

In fact, it is this tragedy-incited disconnect with the world that might make the pair’s communications seem dream-like. “So that sort of takes her outside of time and space, and it just means she’s almost, like, untouchable, when you’re that hurt, when you’re that broken by the world,” Reaser theorizes.

Watch: Mad Men’s Allison Brie Would Choose Roger Sterling Over Don Draper

The actress shares that she created a diary related to the character’s backstory and even answers a point-blank question about whether the character might be a ghost. “I do think she’s a real person, but what do I know? But yes, I do.” (Of course, there is always the outside possibility that the Mad Men newcomer is not involved in the final few episodes and therefore has not seen those scripts.)

In an interview with the New York Post, Reaser hints at how Matthew Weiner prepped her for the role. “He wanted me to be unsentimental and show a toughness. She’s not indulgent,” she said of Weiner’s direction. “She’s removed herself from life. She’s also falling in love with Don. She doesn’t want to at all. It’s really confusing for her.”

But Reaser also volunteers a cryptic subtext to her character, especially considering the drama’s fast-approaching end and the many dismal theories surrounding it. “Diana’s got nothing left to lose. In some ways, she’s a killer. . . . She can take down Don Draper and not think twice about it. To play her, I had to convince myself that I could take down Don Draper.”

Although Weiner himself has not spoken about Diana yet, Michael Uppendahl, who directed this past Sunday’s episode, “New Business,” confirms that the character is designed to be a bit ambiguous. “Her role is somewhat cryptic,” he told The Hollywood Reporter “You don't get an immediate read on what the attraction is for Don. And I think the character of Diana doesn’t know why he’s so fascinated by her, other than her obvious beauty. There’s something so magnetic about her to Don that a mystery to her and the audience.”

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