Was Nikolaj Coster-Waldau — best known as the “Kingslayer”, Jaime Lannister, the sexy, incest-loving baddie (turned goodie, turned … it’s complicated) from Game of Thrones — devastated when the hit television show ended this year?

The Danish actor shrugs. “No, I was fine.” After eight series, though, many of the cast were apparently inconsolable. “Yes, I heard that, but I wasn’t. I don’t want to sound ungrateful, I really enjoyed it, but at the end of the day it was just a television show. I would work on it for a maximum of 30 days a year, then I would do other stuff that I would spend more time on. Of course it was a bit sad, when you’ve spent 10 years with a group of people, to know you won’t be seeing them regularly any more, but the job was over. It had run its course — you couldn’t really squeeze any more out of it.”

When he was cast in Game of Thrones a decade ago, Coster-Waldau, long a jobbing actor on both sides of the Atlantic, had no clue that the production he had signed up to would become a cultural phenomenon.

“Actually, when the show started there was a lot of stigma. When I told people I’d got this job with HBO, they were like, ‘Oh my God, it’s going to be amazing — is it about gangsters?’ And when I said, ‘No, actually it’s a fantasy with dragons’, they were like, ‘Oh well then, good luck.’ A lot of people had to be almost forced into watching it before they realised the supernatural stuff is really not what it’s about.”

The climate crisis isn’t coming, it’s here. Coster-Waldau in Game of Thrones.

If Coster-Waldau sounds dismissive about his part in TV history, it’s because, post-Thrones, he has been busy. As well as finishing a couple of Danish films, the 49-year-old is making a documentary about the nerdy world of “comic cons” — comic-book conventions. He keeps in touch with a handful of Thrones pals, especially Gwendoline Christie, who played his non-sororal love interest, Brienne of Tarth.

If Coster-Waldau sounds dismissive about his part in TV history, it’s because, post-Thrones, he has been busy.

He has also become a goodwill ambassador on climate change — and on gender equality — for the UN Development Programme. Why do actors seem compelled to bang on about climate change, even when the public makes it clear they don’t enjoy receiving lectures from luvvies whose job consists of jetting around the world to prance around on sets with carbon footprints greater than most of us will produce in a lifetime?

“I acknowledge 100% that actors talking about climate change annoys people. It is ridiculous. I understand why people say, ‘Why should I listen to him? — he’s a f****** actor’,” he says.

“They’re right. You shouldn’t listen to me. It’s what I’m saying: don’t listen to me, but do listen to the experts, the scientists, the people who actually have their feet on the ground and know what they’re talking about.”

Coster-Waldau, 6ft 2in, understands the public are more likely to pay attention to him than to a group of scientists. Dressed in sensible Scandi weatherproof gear, he is determined to talk about his recent visit to the Amazon rainforests of Peru, which have been devastated by fires set by farmers and loggers.

“There’s a huge spotlight on Game of Thrones and I’m happy to use that, because I believe climate change is a global problem and we all have responsibility for each other,” he says. “The UN is a very flawed organisation, but I still think it’s the way forward.”

There is a pleasing Nordic frankness to Coster-Waldau’s refusal to provide simplistic or patronising narratives about the cause of the fires and how they can be prevented. “Fires are very scary and very visually stunning, and there’s no question the deforestation of the Amazon is a huge problem. But when you’re actually there, you realise that everything is complex.”

“I acknowledge 100% that actors talking about climate change annoys people. It is ridiculous. I understand why people say, ‘Why should I listen to him?’”

The actor has long been an activist. When he was a child, his mother “dragged” him on anti-nuclear marches (his late father was an alcoholic).

“In my teens I was very involved in the anti-apartheid thing and we did a lot of ridiculous stuff. There was one night called Close the Doors of Power, when my friend and I went round at night putting sealant into all the locks of every bank and every insurance company. If I saw it today I’d be like, ‘You kids are so stupid. One guy will have the job of cleaning this all up, and nothing’s going to change.’ But at the time it was very fulfilling.”

Coster-Waldau with a member of a fish farm in Peru.

Coster-Waldau is mindful of what happened when another do-gooding star meddled in complex local issues. “When I was a kid in Denmark, there was the big campaign by Brigitte Bardot and Greenpeace to end seal-clubbing. I remember those posters of her with the cute baby seals. We were like, ‘How can anyone kill them?’ Well, that campaign succeeded, but it also pretty much destroyed the livelihoods of the Inuits in Greenland, so Greenpeace is hated in Greenland. They destroyed a community. That’s what can happen when f****** actors tell us what to do.”

Coster-Waldau is big on Greenland, where on a previous UN trip he witnessed the rapidly melting ice caps. His actress wife, Nukaka, is a former Miss Greenland. She has never seen an episode of Game of Thrones. “She promised me she was going to sit down with my mum [to watch it], but it’s a long series. It requires some dedication.” So his mum hasn’t seen it either? “No, it’s not her thing,” he giggles. “Nor have quite a few of my family. Actually, it’s quite nice when there’s so much craziness surrounding it.”

At least his 19-year-old daughter has watched it. “My 16-year-old has started, but she finds it weird to see me as someone else. I mean, in the first episode I’m having sex.” And not just with any woman — with Jaime’s sister. “Yeah, exactly,” Coster-Waldau sighs. And Jaime then pushes a 10-year-old boy who catches them in flagrante out of a window. “Actually, for some reason people find that bit OK. It’s always the sex that gets people going. But without those scenes, we wouldn’t have had a show.”

No matter how deep into the rainforest he travelled, Coster-Waldau was recognised. The indigenous people had watched the series on the internet — which is also where they had educated themselves about climate change.

“In my own ignorance, I assumed they wouldn’t have much knowledge about it, which is really embarrassing because of course they did. They have a very clear understanding that what is happening to the Amazon is not great. This is their home, which they love and have real interest in seeing preserved, but it’s a question of people doing things to survive. You can’t say to them, ‘Why don’t you go and do something else?’ They have got to feed their families. There are no other jobs — it’s an impossible choice.”

When he was a child in Denmark, Coster-Waldau (seen here with cacao pods on a recent trip to Peru) marched against nukes.

Does Coster-Waldau, who was rumoured to be earning more than $1m (£760,000) an episode for the final series of Game of Thrones, plant trees to offset his hefty carbon footprint, like his fellow eco-warrior Emma Thompson?

“Yeah, when I buy a flight I do that thing of paying extra [to offset]. I just got an electric car. But listen: I don’t have a leg to stand on. I have two homes, one in Denmark and one in Los Angeles, which is absolutely horrific. But we also have to live in this world. I just don’t believe that anyone can magically transport themselves back to living how it was 100 years ago. We need to move away from that guilt thing.” Is he attacked for hypocrisy? He snorts. “I don’t read the comments.”

It is important to be optimistic, he adds. “If we can come up with so many amazing inventions, surely we can find solutions to this. I hate to believe we are so stupid we are just going to destroy ourselves.” This may all sound a bit woolly, but — as Coster-Waldau has made abundantly clear — he’s only a f****** actor.