The young Brit stripped off for a steamy scene with castmate Joe Dempsie on Sunday's (April 21) episode, "A Knight of the Seven Kingdoms", and admits she initially thought the whole segment was a practical joke staged by showrunners David Benioff and Dan Weiss.
"I was like, 'Yo, good one,' " she tells EW.com. "And they were like, 'No, we haven't done that (pranked anyone) this year...' "
"I got to the read-through and I'm reading the scene and thought, 'Oh, we're actually going to do this. When do I shoot this? I need to go to the gym!' "
The scene was shocking for many fans, who were first introduced to Maisie's character, Arya Stark, when the 22-year-old was 11.
Williams reveals Benioff and Weiss allowed their young star to decide just how naked she would be in the scene.
"David and Dan were like, 'You can show as much or as little as you want,' " she says, "so I kept myself pretty private. I don't think it's important for Arya to flash. This beat isn't really about that. And everybody else has already done it on the show..."
But the young Brit is seen naked from the rear and the side as she strips and seduces Dempsie's Gendry.
Maisie admits everyone was "respectful" on set and any nerves she had vanished as director David Nutter rushed through the scene.
"No one wants to make you feel uncomfortable...," she explains. "No one wants to look at anything that they shouldn't look at... Then it was rushed... By the end, we're rushing to finish the scene and David is going, 'OK, you're going to come in and do this and do that and, great, take your top off,' and then walked off. And I'm like, 'OK, let's do it!' "
The scene was weird for Dempsie, 31, who has known Maisie since she was 12.
"It's obviously slightly strange for me," he says. "At the same time, I don't want to be patronising toward Maisie... so we just had a lot of fun with it."