Connie Nielsen is no stranger to playing royalty. The Danish actress got her big U.S. break portraying Lucilla, daughter of the emperor, in 2000’s “Gladiator,” which won the best picture Oscar. And this year she played warrior queen Hippolyta in “Wonder Woman,” a role she revisits in “Justice League,” which opens Nov. 17.

Nielsen was born in Denmark, where she began acting while a teenager. Variety first mentioned her on April 5, 1993, when she co-starred with Rutger Hauer, Eric Roberts and Karen Allen in the made-for-TV thriller “Voyage,” which told the story of two couples alone at sea.

She’s returning to her roots for the Danish television series “Liberty,” based on Jakob Ejersbo’s novel, which revolves around the lives of two young men in Tanzania and their hopes of emigrating to Europe even as corruption among aid organizations threatens the lives of those in developing nations.

How did the landscape of the film industry when you began in 1984 compare with now?

I was at home with friends and we watched “Frances.” It’s a tour de force by Jessica Lange. Look up the year that “Frances” came out: 1982. It was amazing the kinds of female roles there were. It’s disconcerting that there’s been this weird business model focused on teenaged boys, and it comes with a completely unexamined social cost. I hope there’s an awareness happening to create an audience habituated to seeing women as they really are, rather than just a masticated shadow. Why would I be an echo of something rather than the voice?

When you started, what kinds of characters did you envision yourself playing?

I would sit in bed and go through entire Shakespeare plays by myself, acting all the characters. Weeping, shouting, fighting, you name it. People would have thought, “She’s a madwoman. She’s crazy.” I had this crazy hunger inside to tell these stories and live these characters. I started on the stage with my mom in Denmark doing political revues in a small, small town. The TV series “Okavango” where I played the rich, spoiled brat, and then in “Voyage” — those two were the breaks I needed.

Who is your biggest mentor?

I took master classes with Lydia Styx at the Piccolo Teatro (in Milan). She was an opera singer from Russia and she had a storied career. This woman was 80 years old and she had been through a revolution, through the art theater, had seen the change of the major artistic schools over the last 100 years. At 10 in the morning I would have to gargle whiskey to open up my vocal cords so that I could easily do all the scales for my warm-up. At 10 in the morning: That’s not a party. She told to me, “These are your strengths and these are your weaknesses.” Hearing this in such a completely open way made me unafraid of criticism. I met her when I was 24, and it was the perfect age: I was old enough to understand how lucky I was to have met her and young enough to learn from her.

How did working in Hollywood compare with European productions?

The size difference on a Warner Bros. film versus the small productions I had been on in Europe was enormous. You go from 20 people on set to 150. Loads of trailers and assistants — and also a much bigger hierarchy. There was that overt delineation of status and a star system. I hadn’t seen that before. Your trailer size was indicative of your value to the production. I realized how big the stakes were. When films cost that much, the nerves are also high on set. People were nervous, and I hadn’t seen people being scared on set before. All of that was really overwhelming.

You came to New York with your young child when you co-starred in “Devil’s Advocate” in 1993. What was it like being an immigrant and starting work?

I wanted female representation to be sure they didn’t care what I looked like and be more interested in what kind of actor I wanted to be. I met my manager, and we just clicked from the beginning. She understood what I wanted to do. I was offered a TV role and my manager said, “I don’t want you to be gone on this TV series for the next six years. You won’t be able to do anything else and that doesn’t seem to me what you came here to do.” I’d saved some money so I could afford not to take that job. We said no to that series and to a big film. I was hired by Taylor Hackford [on “Devil’s Advocate”] and started shooting a month later.

You’ve recently worked on Danish productions, but most of your work is in English. Is this significant for your career?

“Brothers” [2004] was my first Danish movie, and I loved it. There was a community happening in the Danish film industry at the time and it was exciting to be brought into that movement. Going back to do “Liberty” is exciting. I continue to see other Danish actors make it outside of Denmark. I feel like film is this universal thing, so we get to work on things that are culturally significant at home but also reach universal themes.

You’ve said before that you’re horrible at auditions. What makes you think that?

I’ve had auditions where I told myself, “This is embarrassing; just stay home.” I’m not being fake modest. I seriously suck at auditions. I need the psychological context. If someone just gives me two pages and I don’t know what the story is or where the character is coming from, I can’t build this world that I then rest on emotionally when I work.

“Gladiator” was a big break. What did you learn?

I was lucky that I worked with Richard Harris. We had a scene where he was dying that was the first time I had to cry, and I was nervous. I built up a list of things to cry about in my mind before going on set, but between takes, he would sit up and tell incredibly funny stories about him and Peter O’Toole. I laughed my head off and then I was back to crying. I thought, “I’ll never be able to do this,” but I went right back to being emotionally aware of what I was facing. I learned to give in to the process: Don’t let fear cloud you, and know that if you’re feeling something, that’s all it takes. You can go in any direction that feeling takes you; that feeling just has to be alive. I learned to voice my opinion and stand up for what I know about a character.