In real life, Jaime Winstone is smaller, happier and chattier than you would expect. For a 24-year-old with heavyweight actor Ray as a father, making her stage debut as a teenage, pregnant, ex-crystal-meth-dealing former gangster, engaged to Lily Allen's brother Alfie, it's little wonder she's had a lot of publicity lately. It hasn't daunted her.

She's been featured in what feels like everything from The Times to Philip and Holly on This Morning. But now she's in Leicester, performing in Philip Ridley's The Fastest Clock in the Universe, living in the cultural quarter and enjoying being outside London.

We meet pre-show on the mezzanine at Curve. She's tiny, sips at a glass of sparkling water, has perfect teeth and chipped nail polish – although it's not clear whether the latter is for her on-stage persona, Sherbet Gravel.

Her delight is palpable. "It feels like I'm doing what I'm supposed to be doing, and at 24 that's lucky," she says.

"I have a lot of friends who have trained to do professions but still have no idea what they even want to do. So yes, it was scary going out there on stage the first time. It's just you with no support bra, no safety net, and it's scary – but exciting, too.

"I spent the first parts of rehearsal learning the parts of acting you don't learn when you're doing telly, like how to be on stage, how to project your voice, how to breathe properly.

"It wasn't my path to go to drama school. I didn't have the money and would never ask my parents. I got a job in Boots and never thought about what I wanted to do.

"But it was all experience. My biggest asset as an actress is my instinct and I use it all the time."

And it's working. On stage, she's as effervescent as someone called Sherbet can be, with an electricity which compels you to watch and an instinctive, deadly comic timing.

Reviews for the play have been generally good, but even critics less keen on the piece have been unanimous in their praise for Jaime.

"I've only read the ones my agent sent me," she admits, "but I do think I get Sherbet. When I first read her, I loved that she was so animated and yet so recognisable, it just felt right. I knew how she'd walk and talk, like she was an alter ego I had to get out of my system.

"Even before the show, I just do my breathing exercises, put my hair in bunches and she's there in the mirror. She just came to life, and apart from a bit of a shaking leg on the first night it felt natural, and was a huge buzz. It's a complex play and I was worried it wouldn't all come across, but now I love going out there every night and like the pressure of having to get it right.

"It's about keeping it fresh, exploring how a tiny change to the way you say a line can make a difference, but I know that when I walk out there I light up, and I'm discovering more about myself as an actress every night."

Making your stage debut in London is daunting enough, but now she's embarking on her first venture in regional theatre.

"Leicester is great. Hampstead is a modern theatre, but Curve is brand new and it's so lovely to have great facilities, and the audiences have been so lovely.

"In London, people have so much more choice in terms of going to theatre, and without sounding patronising, out of London, people see it more as a treat – they get ready for a night out and that comes across.

"Audiences here seem to be really open-minded. It's been a new experience with Curve being so open, and walking through the foyer in costume to get to the stage, without a secret tunnel, has been strange. I do like the illusion of theatre."

She's not had much time to explore the city yet – between finishing at Hampstead and arriving in Leicester she spent two days filming in Wales for a feature film, Elfie Hopkins and the Gammons, on which she plays the title role and is also executive producer.

The film about a teenage detective also indulges her passion for horror, as viewed by those who saw her acclaimed performance in TV's Dead Set.

"When I read the script for that I thought "wicked, zombies", then read about Davina McCall and Big Brother, and Endemol and Channel 4, and knew it was a big and brave project.

"It was a good drama with a great idea behind it. I loved the idea that we'll all end up like zombies if we keep watching reality TV.

"I've always liked horror, and Elfie Hopkins and the Gammons is a comic book horror – and we're doing it in 3D so it's exciting to shoot.

"But I'd rather be a vampire than a zombie, they function better and they're sexier!"

As for discovering Leicester – she's worked out the great shopping but hasn't tried city nightlife yet.

"After the show I usually settle down to look at more scripts. I'll save clubbing for Ibiza, but really it's all about this play and gearing up for full production on the film."