A TRAIN hurtling through the dark towards London, unsuspecting passengers oblivious to the threat in their midst. Buckle up and grab the popcorn tin, there's a new Jed Mercurio drama in town.

The Line Of Duty creator has turned his hand to BBC political thriller Bodyguard, set in and around the corridors of power with a stellar cast led by Keeley Hawes and Richard Madden.

Hawes plays ruthlessly ambitious Home Secretary Julia Montague with Madden as David Budd, a volatile war veteran assigned as her bodyguard in his role as a specialist protection officer for the Metropolitan Police.

The opener to Bodyguard is a belter. Which should be pleasing news to the ears of former Game Of Thrones star Madden, who spent five months working on the six-part series. We first see him racing through cramped and crowded train carriages following reports of a possible terror attack.

"It was a relentless week shooting that whole sequence on a train going up and down the tracks," he attests. "It was really exciting to shoot but had its challenges because it was shot on a real train in tiny spaces. That helps add to the claustrophobia and builds that atmosphere."

It's a Tuesday lunchtime when Madden's voice drifts down the line from London where the 32-year-old actor, from Elderslie, Renfrewshire, now lives.

He clearly relished playing the eponymous bodyguard who, assigned to protect the Home Secretary, finds himself torn between his duty and his beliefs – a potent clash of ideology with potentially seismic repercussions.

How much can Madden reveal about his on-screen alter ego? "We are alluding that he has PTSD [post-traumatic stress disorder]," he says. "He was a soldier who served in Iraq and Afghanistan. That is what makes it so interesting when he is thrust into a relationship with Julia.

"He's having to protect her on a daily basis when she is someone who has advocated for ground troops in Iraq and Afghanistan – something that screwed him up and he suffered from. The drama starts when you put together these two people who instantly have problems with each other."

Budd works for the Royalty and Specialist Protection Branch (RaSP) of the Met Police. What kind of research did Madden do?

"I met a few guys who had done that job which is quite useful," he says. "With Jed you have so many great Line Of Duty contacts and advisors, so I got to meet a lot of people who had been in the police, special forces and protection officer system.

"I got to talk to them. It is quite tough because the nature of their job is that they don't talk about it and it is secret. I did a lot of work with Jed trying to build this character and make him a real guy and not just a soldier or a bodyguard."

He and Mercurio previously worked together on a BBC adaptation of DH Lawrence's novel Lady Chatterley's Lover, with Madden playing brooding gamekeeper Oliver Mellors. It's no surprise then that Madden is a fan.

"I love everything Jed has done," he enthuses. "I was very happy to be working with him again. He is such a creative writer."

He was thrilled to be cast opposite Hawes, herself a fellow alumnus of the Mercurio school of television having played bent copper DI Lindsay Denton in Line Of Duty. "She is wonderful," says Madden. "Especially when the subject matter is so heavy going, intense and serious.

"It is easy for that to weigh you down every day when you are doing it for five months straight. To have Keeley with me was great because I had a friend and ally who was brilliant to act with. We tried to keep each other light during all these very dark scenes."

Madden is candid when talking about the demands of filming. "To be honest it wasn't a fun shoot," he admits. "There was nothing fun about it because of the nature of these scenes and what the character was going through.

"With David, if he is not dealing with something directly in front of his face, then he is dealing with his past. I'm not going to lie, there weren't a lot of laughs on this set."

He is keen to highlight the raft of strong female characters – Gina McKee, Sophie Rundle and Pippa Haywood alongside Hawes – that Mercurio has brought to the fore. "It was great to break that convention of men being in high-powered roles, even down to smaller things like our bomb disposal expert being female," says Madden. 

"Jed made a conscious effort to have a strong female cast and that is important, particularly when so much of the show is on my face – a young, white male. It was good to have pulled in a lot of different characters and it not just be very male-dominated as you can have with some police shows. Ours is definitely not like that."

There's certainly no shortage of adrenalin-pumping action in Bodyguard. Did Madden do any of his own stunts? "I did pretty much everything that I could possibly do. There were bits of stunt driving that I don't think I could be trusted to do," he says, laughing.

"On the whole, I do as much as I can. I did all my own firearms stuff and other exciting things we will see as the show goes on.

"Again, working with real officers helped because they would say: 'This is how you would hold a gun, this is how you would load it, this is how you would clear a room or search a staircase.' I learned as I went along and got enough experience to style it out."

It would be remiss to not mention the 1992 rom-com The Bodyguard starring Whitney Houston and Kevin Costner. Madden chuckles. "There have been a few gags about that and friends asking if I was playing Whitney Houston," he says. "I'm sure those gags will keep coming."

The middle one of three children, Madden grew up in Elderslie. His mother and father, now retired, were a classroom assistant and fire service employee respectively.

Madden began acting at Paisley's respected PACE youth theatre and landed his break aged 11 as young Andy in the film adaptation of Iain Banks's Complicity. He won the lead as Sebastian in the BBC children's series Barmy Aunt Boomerang alongside Toyah Willcox which aired from 1999 until 2000.

"I was a kid actor," he says. "That is what took a lot of my focus. I missed a couple of years of school doing a TV show and was in youth theatre a lot of the time. This job I do now is just what I have always done. It takes up my time and gives me all my joy."

After Barmy Aunt Boomerang, he made the decision to return to mainstream school and finish his education. "I did, which is quite a difficult challenge. As a kid I was being paid to do a job and have responsibilities, I would go to work on time and learn my lines every night.

"To do that and then go back into an environment where the teachers are very much teachers and you are very much a student ... I had been working and interacting with adults in a very different way, so that was quite a shift for me. It took a bit of adjustment."

Having had success at 11, it must have been tempting to keep that momentum going. Is Madden glad he went back to school and got to experience a normal childhood?

"Absolutely," he says. "It taught me a lot, which I am very thankful for. Being kind of famous among my peers when I was 12 and 13 – that can affect your life and mentality. I had to go through it at that age on a very micro scale compared to then being on a show like Game of Thrones.

"I was thankful for going back into the real world and not being on a set, just being a kid and dealing with all those challenges. It set me up for being an adult and going through them in a different way."

Madden spent three years playing Robb Stark on hit HBO series Game Of Thrones before being killed off in brutal fashion in the famed Red Wedding episode, his character stabbed through the heart with a dagger during a bloody massacre.

Being part of a global TV phenomenon took some getting used to. "It is surreal," he says. "Being in a foreign country and people knowing you is strange."

The final series of Game Of Thrones airs next year. Madden will obviously be Team Stark. Does that mean he has the inside track on spoilers? "I get asked that all the time, even though I've not been in it for a long time," he says. "I still have very good friends who are in the show.

"It is mostly about trying to get them not to accidentally say they were having dinner with so-and-so last night because then I think: 'Oh s***, if you had dinner with them, then that means you are both in the same part of the kingdom, which means this is going to happen in the story …'

"I don't want any spoilers. That is one of the joys about being killed off. I don't know what is going to happen. You can become purely a viewer and a passenger on that journey."

The Red Wedding scene was savage. It hasn't put him off attending any nuptials? "I've not been traumatised," he says, wryly. "I've done a few weddings. I was at Kit's wedding [when his former Game of Thrones co-stars Kit Harington and Rose Leslie got married in Aberdeenshire] and that was a great day. It was gorgeous."

Since wrapping Bodyguard, Madden hasn't been idle and is filming the Elton John biopic Rocketman. "I play John Reid, his first boyfriend and manager of 28 years," he says. "It has been exciting and completely different. I like mixing it up like that."

Away from work what are his big passions? "I travel a lot," he says. "The nature of this job is it can be all-consuming – like Bodyguard – where it was six days a week, 16 hours a day. You go away from your own life and you play that character's life for a while.

"So, when I get a break from that, I like to travel. I like to climb hills and try to get back to Scotland as much as I can to do that."

His dream, says Madden, is to buy a little place on the west coast of Scotland. "That is where I am at my happiest. The past couple of years I have been going there more and more. It started a few years ago when I had a bad ankle injury and I was housebound for a couple of months.

"It got to Christmas, I was back on my feet and I wanted to climb a mountain because I had been so housebound. I wanted to do that on New Year's Day. I went up to Skye and climbed a bunch of the hills.

"That started my journey on the west coast. It takes a couple of days to adjust, but once I'm there I feel calm and happy."

I've had a three-line whip from the publicist beforehand not to veer too far into personal territory. I'm curious how Madden deals with the scrutiny of being in the public eye?

"I keep it private is how it works. There are a lot of things that you can't control that people want to know. I try not to go to many events where I will be photographed. In lots of ways I can make a choice to stay out of the public eye. That's the way I plan to keep it."

He was one of the names being touted as a new Doctor Who before Jodie Whittaker was announced, and he has been tipped to replace Daniel Craig as a future James Bond.

Madden makes a teeheehee laughing noise. "I don't pay attention to any of it," he says. "It is flattering for people to say those things – I'm a big fan of Doctor Who – but I don't really pay attention."

While still studying at the Royal Scottish Academy of Music and Drama in Glasgow (now the Royal Conservatoire of Scotland), he appeared in the Franz Xaver Kroetz play Tom Fool at the Citizens Theatre which transferred to London, where Madden caught the eye of the Shakespeare's Globe Theatre team.

In his final year at RSAMD, he won a lead in the Globe's touring production of Romeo And Juliet. The Citz is currently undergoing a £20 million refurbishment and due to reopen in 2020. Perhaps a return to tread the boards would mark a nice full circle?

"Absolutely," he enthuses. "I would love to go back and work in the little studio space upstairs, which is still one of my favourite theatre spaces. I would jump at the chance. It would be lovely if this interview led to me getting an audition for something there."

What else is in the pipeline? "I have something next year that I can't say much about, but which is an exciting project. It is just about trying to mix it up. I never thought I would be doing the Elton John film after coming out of Bodyguard.

"I try not to plan these things because the nature of my business is you can't plan and are at the whim of what comes your way. I want to just keep mixing it up and challenging myself. If there are things that I think I'm not good enough to do, I'll give it a go and the worst that happens is I fail."

Bodyguard begins on BBC One, 9pm, tonight with episode two airing tomorrow and thereafter on Sunday nights