It's the beginning of the end for Mad Men. The AMC show had its last season premiere ever on Sunday. Recently, Elisabeth Moss, who has played Peggy Olson since the show's premiere, discussed what's left for the hit series.

"It's starting to feel weird," Moss told Rolling Stone this week. "I was talking to [creator] Matt [Weiner] the other night, just saying 'Wow, I'm starting to feel, like, that boulder in my chest.'"

According to Moss, her fellow cast members are only just starting to face reality.

"I think we've all been a little bit naïve in thinking that it wasn't going to be that hard or bad ... and I think it's going to be hard," she added laughing.

Moss said that she doesn't know how Mad Men will end because "it unfolds as we get the scripts." She does know, however, that the season will focus on characters that have been there since the beginning as per Weiner.

"That is definitely true," Moss revealed. "...I want to see what happens to Joan and Roger; I want Pete and Peggy to have scenes. I care about these things as well! There's definitely a sense of getting back to Season 1. I don't know, I think there's this feeling of ... things are changing, but at the same time, everything almost kind of stays the same."

Peggy Olson has a lot to figure out before Mad Men ends.

"So I think she's trying to figure out: what is her role, and who is her boss?," Moss explained. "And you know that Don's not there ... she's lost her mentor. So she's trying to figure out ... where is she, and who's her mentor now? Is she answering to herself? She's trying to figure out where she places in this company at the present moment."

Meanwhile, Moss will have fun watching Peggy be Peggy this season.

"I think one my favorite things about season 7 is that I don't feel like we're shying away from Peggy's imperfections," she told AMC. "...She's still really vulnerable. She still can be naïve. She still has insecurities."

Fans are also dying to see if Peggy and Pete's secret will ever come out.

"...it's funny, because there is such an emotional through-line of that story in [the first half of season 7] for her," Moss told the magazine. "I think she thought that she put it behind her... and then it kind of keeps coming up, emotionally. Not necessarily in a concrete story way. But just in Peggy realizing, like, 'Shit, this is still a really big part of who I am, the fact that I was a mother and this happened.' So, you know, I think that no matter what happens, it's always going to be a part of her story and...affect things that she does."

Moss also shared which scene from season 7's first seven episodes made her realize that the Mad Men story is really concluding.

"There is a moment near the end of this first batch of episodes that was a very ... Matt told me that it was going to happen really early, before we started the season, and I started to cry," she shared. "...it happened to go in my favor. But it meant so much to me, and this other character, that I care about personally and professionally. It was just this very climactic, kind of sweet moment. I was like, 'I'm asking you to please put that in the script.' And he did."

Episode 2 of season 7 airs Sunday at 10/9c on AMC.

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Follow Scharon Harding on Twitter: @SH____4.