Rose played warrior Ygritte in the hit series, the love interest of central character Jon Snow, until the character was killed off a couple of years ago.
She said: “I had such a wonderful time. I went to Comic-Con in San Diego, which was a most extraordinary experience and so enjoyable. We did a Q&A in front of 6,000 fans.”
Big-scale TV is just about as different as it gets to theatre in a small studio.
Rose is in Sheffield to co-star with Sara Stewart in Mike Bartlett’s play Contractions, which looks at what happens when a young office worker breaks the company rules by starting a relationship with a co-worker.
Her character Emma comes under the scrutiny of her manager, who ruthlessly analyses the relationship.
Rose said: “Emma starts off as very spirited and ambitious but not in a ruthless way. She’s a determined young woman.
“She’s intelligent and is blissfully unaware of the troubles that are about to hit her in the way that the corporation bleeds into her life with its needs to know about her personal life.
“It manipulates her to where she is a shell of the woman she was at the beginning.”
The staging, with the two women enclosed in a disc of light, really adds to the atmosphere, even down to the furniture, said Rose.
“Sara has a really comfy chair and mine is really uncomfortable with a hard back! It feeds into the character.”
She added: “The beauty of the way that Lisa’s staging is it’s in its own entity. It’s a circular stage in the round and we don’t ever really step outside of it.”
Rose said that was a perfect way to portray the sparring dialogue between the two actors, written by rising star playwright Mike Bartlett.
Mike Bartlett’s play Bull premiered at the Crucible Studio last year wand King Charles III has just been seen at the Lyceum, starring Robert Powell.
He also wrote TV thriller Doctor Foster, about a woman’s reaction to her husband’s affair, which is about to go into a second series featuring Rose’s co-star Sara Stewart.
Rose said: “It’s very much me and her playing a game of chess and dancing around each other.
“Emma has the arrogance of youth and believes she is on the same level as the manager but she gets very chewed up and spat out at the end.”
Contractions continues at the Crucible Studio until July 16. Box office: at the theatre, call 0114 249 6000 or go online at Sheffield Theatres