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But now, the Derry Girls actress has revealed that actually, the original ending for the first instalment was set to be quite different.
Speaking at Netflix's Tudum event over the weekend, Nicola explained the storyline had changed rather last minute, and the scene actually had to be reshot.
It seems the original plan was to stretch out the reveal of Lady Whistledown until Season 2.
"It was a reshoot in July, so they had filmed a different ending," she said.
"They were going to make it seem like it [Lady Whistledown] was Cressida Cowper."
Nicola also explained that she didn't even know her character was Lady Featherington until she read it on a fan forum.
"It was only after getting cast that then I found out, and I found out on an internet fan forum because I realised that there was this huge, huge fandom behind these books.
"It was like this whole other world opened up, but they were like, 'when Penelope is revealed as Lady Whistledown' And I went, 'WHAT?'"
In other very important Bridgerton news, we're one step closer to Season 2, after a teaser clip was shared last weekend.
Announcing the big reveal, a spokesperson for Netflix said: "Dust off your finest regency attire, and prepare to fall in love (again) with this exclusive first look at Season 2."
The second season will be based on the second book in the series, titled The Viscount Who Loved Me. It focuses on Anthony Bridgerton and his intent to marry Sheffield daughter, Edwina.
Anthony is convinced he should marry for duty, not love, after having his heart broken by Siena Rosso, and this leads to lots of drama. Edwina has an older half sister, Kate (played by Simone Ashley), who after hearing about Anthony's reputation, is desperate to put a stop to the match.
However, Anthony and Kate find themselves increasingly drawn to one another...
While we don't have a date yet, we do know it will be dropping at some point next year.
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