Coleman believes head writer and producer Steven Moffat has been clever in the way he has drip-fed the introduction of Clara in light of the popularity of former companions Amy Pond and Rory Williams.
"When you've spent three years with such well-loved characters as Amy and Rory, it's a blow for fans to lose a companion that you really care about, and I think it's always going to be really difficult to bring somebody else in, but I think Steven created a lot of mystery around Clara and by doing that people want to know more."
And the up-for-it and lippy Clara - apparently one of the reasons Moffat chose Coleman for the character was because she could talk faster than current Doctor and fellow motormouth Matt Smith ("He's a big tease. He's like my older brother") - has been well and truly accepted by Whovians following her two appearances.
Not that Coleman has had time to worry about that sort of thing.
"I'm quite removed from it in a sense because even though life is pretty much just as it was before, I'm really busy and now I've got a really cool job," she says of her biggest role to date after getting her start in the mid-2000s on British soap Emmerdale Farm.
And during Doctor Who's 50th anniversary year - it started in 1963, then took an extended break from 1989 before resuming in 2005 - what better time for the Doctor to reveal another, more romantic, side to his character. Because during the Christmas special there was an intense spark between the pair. Not that Coleman is giving anything away about how their relationship develops in the coming series.
"I'm sure audiences will be looking out for it, and they have an advantage, over the two characters even, because they have experienced the Christmas special, but this series is a whole new beginning again," she says. "That sounds like such an unsatisfying answer," she adds with a laugh. "But one of the things that is explored in this series is that there is nothing the Doctor dislikes more than something he can't solve, something he can't explain, and that's exactly what Clara is. He can't figure her out. They are drawn together, and really like each other, but there's always this underlying feeling of them both trying to figure each other out. It's not plain sailing between them both."
In the upcoming episode the Doctor is searching for Clara in London but something evil and dangerous has taken over the city's wifi network, wending its way into people's minds, and Clara becomes a target. When she and the Doctor do finally hook up - as companions, not a couple - they become trapped in a Russian submarine, battle monsters on an alien planet, and confront everything from the Crimson Horror to an army of Cybermen.
"One day you're on a submarine, the next day you're on an alien planet doing stunts. I've never done a job where I've run so much. You're running towards something, and running away from something all the time."
The way she talks about Doctor Who you'd think she was a believer. But although she grew up knowing who the Doctors were (even from the original series), she was never a fan. And this, she says, allowed her to put a new twist on who and what a Doctor's companion is meant to be - and it was an approach Moffat encouraged.
"I went into the audition not having any preconceptions, and knowing Matt [Smith] vaguely as the Doctor, so it elicited this kind of spontaneous response, which is what I think Steven liked. So he was really strong on me not watching anything to do with [Doctor Who]."
And now you may say she is a bit of a fan of the show. "What's wonderful about it is, I can't really think of anything like it on TV. And it's limitless in many ways because it's always got potential to evolve and that's the reason it's been around for the past 50 years."
Who: Jenna-Louise Coleman as Clara Oswald, Doctor's Who new companion
What: The eighth season of Doctor Who
When: Starts April 11, 8.30pm, Prime
- TimeOut