Scripted by Aussie writer of Oscar winner The Favourite Tony McNamara, The Great follows Catherine's rise to power, from her arranged marriage to Peter III (Nicholas Hoult) to becoming empress of Russia in 1762 after having her husband assassinated.

"I didn't know much about her. I knew the she-had-sex-with-a-horse propaganda," Fanning said. "That's what I knew about her, which is extremely sad. But I came to learn that she's this kind of feminist icon, and she brought enlightenment to Russia and brought female education and art and science, and really did amazing things. She invented the roller coaster as well. She's quite fun."

The Great begins with Catherine arriving in Russia: "She's extremely optimistic and open and romantic and slightly naive to what is about to happen to her life. She's going to marry Peter, who is the emperor of Russia. She meets him, and he is definitely not anything that she thought he was going to be. Reality hits her in her face, and she quickly realizes that she needs to kill her husband for her life to be OK".

The series was not trying to give "a history lesson".

"But there are elements in each episode that are true, slightly based on what Catherine did," Fanning said. "It was a play that was put on in Australia that Tony had done years ago. Then it was going to possibly be a movie. Tony asked if I would help kind of develop it with him and come on as a producer, which was huge for me. Also, I felt a lot like Catherine in finding my voice in that space as a young woman."

As for her "crazy sex scenes [with Hoult] where he's spewing nonsense and I'm just lying there", she would "be literally munching on a pillow laughing so hard. We always wanted to make the scene funnier or better. I had to learn to not be embarrassed."