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Change is the name of the game when it comes to season 2 of Bridgerton — and Penelope (Nicola Coughlan), Eloise (Claudia Jessie), and Colin (Luke Newton) are not immune to its inevitability.

Eloise faces her first season officially out in society, where she's now tasked with finding a suitable suitor to marry. "She'll be suffocated slightly because she does need to please her family," teases Jessie. "But it will only confirm to her why she wants complete autonomy and a future she believes she's entitled to."

The expectations now heaved upon her only propel Eloise to pursue the identity of Lady Whistledown more intensely, while also hoping to commiserate with her best friend Penelope. Of course, considering that Penelope is actually both those people will significantly complicate things.

"Her alternative is something that she doesn't want to be a part of. She doesn't want to find a husband and dance," adds Jessie. "So, I can understand why that has become nearly an obsession. She admires Lady Whistledown, who she believes to be this autonomous woman with loads of money spilling gossip about people all about town. That's something she's in love with, and it's basically going to make Penelope's job incredibly hard. Eloise is, for want of a better term, c--k-blocking Penelope in her job."

Bridgerton Season 2 first look
Nicola Coughlan and Claudia Jessie on season 2 of 'Bridgerton'
| Credit: LIAM DANIEL/NETFLIX

For that very reason, Nicola Coughlan had to balance her joy over having one of her closest on-set collaborators at her side for long days in the ballroom with the ways in which that convolutes Penelope's life. "I was excited to be with her more and to film the ball scenes with her because sometimes in season 1 filming the ball scenes as Penelope was really lonely," says Coughlan. "I'd be standing on my own for three days. Now I'm like, 'Oh my god, I have a friend. But then, obviously that throws up a whole bunch of stuff for Penelope."

"It makes things difficult for Penelope because she has got a job to do, and she needs to be in every dark corner hearing everything happen," continues Coughlan. "She's got her best friend there, which is great, but Eloise is attached to her hip, so how does she get away with that? It tests her relationships with everyone in her life."

Bridgerton March 2022 Cover
Claudia Jessie and Nicola Coughlan at EW's 'Bridgerton' season 2 cover shoot
| Credit: Zoe McConnell for EW

In many ways, Eloise and Penelope are radical opposites. Where Penelope is shy and reserved, Eloise blusters through life, determined to seize what she wants. "Penelope has this power Eloise so wants, but she also wants the more traditional things Eloise is against," adds Coughlan.

Much of Penelope's journey this season is her struggle to compartmentalize these many facets of herself, including a third alter ego, an Irish maid Coughlan has dubbed Bridget, who executes Whistledown's business on her behalf. Coughlan, who is Irish, got to indulge her roots. "I first read the script and was like, 'How am I going to do that one?'" she jokes, before adding, "Penelope is very different with everyone. With her family, you see her being this bratty teenager and rolling her eyes. With Eloise, she's excited and they're joking. With Whistledown, she's this badass, and with Colin, she's this romantic. But she's all of those things."

Ironically, Penelope has acquired the power Eloise vocally lusts after in the quietest of ways — as an anonymous gossip columnist. "Their friendship proves it's possible to be at two ends of a spectrum and make a beautiful union," says Jessie. "Penelope's a solid listener, which works to her benefit. And Eloise is talking so much that she's missed the whole fact that her best friend has been this person the entire time."

Bridgerton March 2022 Cover
Nicola Coughlan, Luke Newton, and Claudia Jessie at EW's 'Bridgerton' cover shoot
| Credit: Zoe McConnell for EW

Another thing Eloise might've noticed if she listened more and talked less? The fact that Penelope is head over heels in love with her brother, Colin. At the end of season 1, Colin was departing on a prolonged period of travel, heartbroken and disillusioned after his engagement to Marina (Ruby Barker) ended with Lady Whistledown revealing that Marina was carrying another man's child.

He's back in the fold quickly in season 2, having also deepened his relationship with Penelope via maintaining a steady correspondence with her while he was away. "Weirdly, the truest her for me is when she's with Colin," muses Coughlan. "There's a relaxed feeling around him and he's such a genuine soul. She obviously adores Eloise, but there's something about being around Colin. And she's been able to reveal herself more in those letters."

But that doesn't mean he won't still be oblivious to her true feelings. "He's not focusing so much on romance and that aspect of his life anymore," Newton says. "He's looking for new pursuits and different ventures that maybe don't cause as much heartbreak."

Bridgerton March 2022 Cover
Nicola Coughlan and Luke Newton on the set of EW's 'Bridgerton' cover shoot
| Credit: Zoe McConnell for EW

Part of the problem is Colin's natural obliviousness across the board. "What's really interesting about Colin and Penelope's relationship is they are so close, but so different," he says. "Colin is very much in his own world, and he can be around things that are going on and not notice a thing. That's part of his upbringing — he's the third son, the golden boy who can do whatever. He's hasn't had to fight to be heard; he's a Bridgerton, so he always has been."

Because of his cushy life, Colin also can't make sense of his sister Eloise's all-consuming obsession with Lady Whistledown. "She's very focused and very driven," Newton says. "And as far as we've seen, Colin is a hopeless romantic and likes to live in dreamland, thinking of his travels and his next romantic interest. He doesn't understand why Eloise is so adamant on finding out because he doesn't care, and she doesn't understand why he isn't driven."

Regardless of how much or little Colin has changed, Penelope's feelings have matured for Colin beyond a girlhood crush. In part because her life has changed so radically with the death of her father and the impact of his debts. "She's lost her father and that brings a level of having to grow up immediately," Coughlan notes. "She realized a lot of things. She can see the power she has on society now. And the relationship [with Colin] has taken a step up. She is a writer; she expresses herself that way. She's much freer than when she is in person. So, he now sees her with different eyes because he's seen this girl in the letters."

Bridgerton March 2022 Cover
Credit: Zoe McConnell for EW

There's still the minor wrinkle of the fact that it was Penelope who exposed Marina and ruined Colin's engagement, largely out of jealousy. Undoubtably, Colin would not respond well to that. But Coughlan isn't too bothered. "She realizes she messed up with Marina, but does she regret it?" she quips. "Probably not — because then they'd be married and that would be really bad for her. She very much divorces herself from the consequences of her actions because there's a part of her that goes, 'Well, this is Whistledown and not me doing this.' And she gets a kick out of people saying that her writing is good."

Complicating all of this further is how much Penelope knows Eloise would absolutely freak out (in a good way) if she'd been honest with her from the start. "She's morally excused herself from certain thing to barefaced lie to her friend and make it okay, but she also wants to impress Eloise," Coughlan reflects. "Eloise is on a pedestal for her. She thinks she's the funniest, smartest, best person in the world and I think a lot of Whistledown is to impress Eloise."

Will Eloise be impressed or consider Penelope's secrets the ultimate betrayal if she ever learns the truth? "There are two big secrets between them," says Jessie. "My hope is that you're able to get beyond those things, even if they are huge. But when you are that age and they have been ride or die for that long, you can imagine that it would be shattering."

Bridgerton March 2022 Cover
'Bridgerton' star Claudia Jessie
| Credit: Zoe McConnell for EW

Sharing a warm regard and vocal adoration for each other, Coughlan and Jessie are hopeful Peneloise can survive this obstacle. "In season 1, it felt like the most uncomplicated love that there was," Jessie says. "I think that's why everyone was so attached to it. It's two women sharing their minds and their thoughts. They need each other to make sense of this world together."

"If a friendship can't survive with secrets, it shouldn't be there anyway," she adds. "But when you're that age everything feels so massive, and it will shake them both."

So, even Lady Whistledown doesn't know what's in store for Peneloise and Colin if the truth should out.

A version of this story appears in the March issue of Entertainment Weekly, on newsstands Feb. 18. Don't forget to subscribe for more exclusive interviews and photos, only in EW.

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