"And so I got home, and I started watching."
It took McGregor about a week to watch Season 1 and Season 2 of "Fargo" 20 episodes and he was "obsessed by it," he said. "And here we are."
Each of the 10-episode seasons of "Fargo" tells a different story with a different cast in a different year the commonality is that they're all set in Minnesota, as was the 1996 movie.
Season 3, set in 2010, opens in an East Berlin interrogation room in 1988 … and you'll have to wait a while to see how that has anything to do with the rest of the narrative.
The story revolves around a pair of brothers, played by McGregor. Emmit Stussy is the Parking Lot King of Minnesota successful, handsome and seemingly happily married, but he's gotten himself mixed up with some bad guys.
Ray Stussy is a bit younger, quite a bit heavier, quite a bit balder and considerably less successful. He's a parole officer who's involved with one of his clients, Nikki Swango (Mary Elizabeth Winstead), and he's harboring long-held resentment against Emmit.
"It's a very old fable, isn't it? Two brothers fighting over their birthright, if you like," McGregor said.
This being "Fargo," the sibling rivalry inadvertently sets off a whole lot of murder and mayhem. And, as in the previous two seasons, executive producer Noah Hawley and his team have crafted a decidedly offbeat tale that's engaging, bloody and often downright hilarious.
This season pivots on McGregor. He's not just playing two roles, he's playing the two lead roles. And the Scottish actor is playing two Americans with the distinctive Minnesota accents we've heard in the movie and in the first two seasons of "Fargo."
"The challenge is, first of all, to master that accent, which is really very, very difficult," McGregor said. "It's a very strange accent to lock into.
"As a non-American, I sort of wish that I was coming at it from an American accent as opposed to from a Scottish one. It's the hardest accent I've ever done. And I did Dutch once in something."
He does it very effectively even doing clearly different voices for each of the two brothers although McGregor said it "sometimes feels like I'm doing a bad Irish accent."
McGregor came to "Fargo" from filming "T2 Trainspotting," when he was running a lot and was "at the peak of my fitness, ever." And then he had dinner with Hawley, who told him he had to put on some pounds to play the brothers.
"At that point, I ordered a massive dessert," McGregor said. "I made sure that I ate carbs with everything, and french fries with everything."
That worked great for Ray, but was problematic for Emmit. The solution? Spanx.
McGregor said he wore "a really effective compressing T-shirt that I had help getting into … and help getting out of."
That's just one of the complications on this shoot. McGregor regularly works 18-hour days, with many hours a day spent being made up as Emmit or Ray sometimes as both and getting in and out of costumes.
"It seems rather effortless for you, from our vantage point," said executive producer Warren Littlefield, "but I'm sure it's not the case."
Nope. There are more than a few physical challenges, including that when production began in January it was 29 degrees below zero in the small Alberta town where the miniseries was shooting.
McGregor said the grueling production, which continues into May, has caused him to lose weight, but "the fact that he gets more gaunt-looking in the face is really quite useful for the story."
And he's not complaining about playing two characters in a 10-episode series.
"To play a character for a length of time and to explore a character over 10 hours as opposed to over an hour and a half or two hours is going to be very satisfying, I think," he said.
This is his third time playing two characters in the same production. He played a man and his clone in the 2005 film "The Island"; he played Jesus and the devil in 2015 film "Last Days in the Desert."
"I'm very experienced at playing with myself," McGregor said with a laugh, "and so I was definitely the guy that they went to for the job."
The 90-minute Season 3 premiere of "Fargo" airs Wednesday on FX at 8, 9:30 and 11 p.m. on DirecT and Dish; and at 11 p.m., 12:30 and 2 a.m. on Comcast.