Set in 1914, five years after the conclusion of the first series of Mr Selfridge, if any character epitomises the rapidly changing sensibilities of the time it would have to be Delphine Day. As played by Prisoners' Wives actress Polly Walker, the free spirited socialite is like the E.L James of her era, penning erotic fiction and establishing hip hangout Delphine's. After befriending Harry Selfridge's wife Rose on the boat over from America, she becomes a pivotal figure - not just in the life of the famous department store owner and his family - but also in London's increasingly volatile political landscape.
"She writes rather risque novels and has been married three times, which was unusual in those days," says Walker, who admits that Delphine is probably a bad influence on Frances O'Connor's returning Rose. "On some level, she is trying to awaken her sense of independence by making her realise 'why should she say this or do that?' Rose is very interested in the arts and Delphine is part of a Bohemian set and this really cool clique, so that's very attractive to Rose as well. So that would probably be very threatening to a man like Mr Selfridge."
Rather than a seedy den of iniquity, Walker insists Delphine's is a classy joint. "It's not down and out, it's quite fancy and artistic," she laughs.
"More than anything, it's very tolerant as opposed to being grubby. It caters for both sexes and is very modern for the times. It's very louche and it's where you go with your mistress, your lover or whoever. The set is also very impressive and easy to work on. It's not like some sets I've been on, where you can feel it shake when you walk."
As one of the main newcomers to the second season, Walker admits that it can be a daunting prospect to join an already successful series like Mr Selfridge. "The only perspective I have is the perspective of my character," she says. "It does feel a bit like being the new girl, especially because most of the cast and crew have worked together before. But I'm used to that as you just have to adapt to whatever the job and the script is. But everybody has been charming and friendly so it's an easy-going set to work on."