'There are so many things I would be so afraid to do, like hike Mount Kilimanjaro or go to a cross fit gym. Or talk to Charlie Sheen.'
'I feel cool about being naked': Lena Dunham on showing skin
No doubt the outspoken Anger Management star will have something to say about that, but while she may be brave taking Charlie on, Lena says stripping down does not require courage.
'I don't know, there's a lot of things that are stressful, but for some reason this isn't my area of fear and so I feel like I'm always getting all these props for being brave and I'm like I didn't do anything brave.
'I feel totally cool being naked.'
But it is not just the former Two And A Half Men star and cross fit that makes her nervous, the actress also revealed that she is afraid of driving - and still does not have her driving licence.
'I'm really, really scared of driving.'
When she moved to Los Angles the star said she made an attempt to learn but after six months of lessons still failed her test.
'All of my friends... said you have to learn to drive. You can't be the person - this was pre Uber - so I was basically standing on the side of the street with a thumb out I was mistaken for a prostitute twice.
'And there's so much societal pressure. It doesn't make total sense. I know from the bottom of my soul that if I were to have a license I would hurt somebody.'
Another thing that does not scare Lena is ghosts, with both the actress and host Ellen throwing their hats in the ring to join Ghostbusters along with fellow guest Melissa.
Melissa is a rumoured front runner for the coveted all-female remake of the 80s classic, however, she was not giving anything away.
Ellen campaigned: 'The three of us, I think we should maybe do Ghostbusters together or something like that.'
And Lena agreed: 'I have to say, since I've heard that rumour I think every lady in town who fancies herself a jokester wants in.'
Despite both Ellen and Lena teasing Melissa that they heard she was 'in', the 44-year-old protested, 'No, I'm not in.'
If Melissa is part of the new ghost hunting crew, Ellen and Lena would certainly make a good tea, with her as the women made light work of game Heads Up, chest bumping and laughing their way through with ease.
- Daily Mail
