The Family Hour: An Oral History of The Sopranos
"I was not ready for how fucking difficult Dr. Melfi was to play. I am an explosive girl. I am loud. I am full of life and full of all kinds of bullshit, and I have to sit on every emotion, every word, everything, to play this character. I mean, I had to suck the life out of myself to play her. I mean, I don’t think Dr. Melfi ever smiled. I wanted her repressed and sad. And she also had to pay attention to not give an inch with Tony, because he would have eaten her up. I wasn’t going to let that happen. So I had that strength, but emotionally I suffered."
"When people would call me “Doc” in the street—“Hey, Doc, how you doing?”—I knew the show had impact. The first couple of times I didn’t get it, and then I realized, “Oh my God, they’re talking about Dr. Melfi.”
"I would have wanted it to end differently, but God knows we’ve talked about that ending for five years now—we’re still talking about it. People stop me in the street. “Did you get the ending? Did I miss something?” I thought it was very, very shrewd."
Source: Vanity Fair