"Be gentle," the National Theatre press officer told me. "This is her first major interview."
It is easy to forget that anyone so permanently on the list of journalists' interview requests ever had a first time. It was a June day in 1999 and, despite glowing reviews for her performance in an NT production of Troilus and Cressida (she played Cressida), Sophie Okonedo had not yet grown used to applause. That morning, the actor made her way to a table in the National Theatre's canteen accompanied by the "clap, clap" of her flip flops, and sat down with her cappuccino. A week earlier, she had featured in a newspaper article about up-and-coming black actors. This was to be her up-and-coming Jewish actor article.

A lot has happened since - and not just that the cappuccino has been supplanted by the flat white as the fashionable caffeine beverage of choice. Okonedo is now an international star of screen and stage. Two years after appearing in Stephen Frears's 2002 film, Dirty Pretty Things, her steady rise accelerated when she was cast opposite Don Cheadle in Hotel Rwanda, and gave a performance that led to an Oscar nomination.

Most stars play one of two character types - the one to whom things happen or the one who makes things happen; the kind who are affected by circumstances or the kind who create circumstances; innocent or guilty; victim or perpetrator. Okonedo can do both. But she is probably at her most potent as the muddler-through, the grounded character who has the rug pulled from beneath her by someone else's duplicity or betrayal.

One of her biggest, recent TV roles was as Maya Cobbina in BBC One's six-part thriller, Undercover. Okonedo played a top British barrister who takes on the cases of death-row prisoners in America and finds that she is being spied on by the man (Adrian Lester) who is her husband and the father of her children. At the other end of the spectrum, she played Winnie Mandela in the 2010 biopic Mrs Mandela - a character who is clearly an influencer of circumstances rather than a victim of them.

For the latter, Okonedo spoke of her terror of playing an iconic South African woman in front of hundreds of South African extras, and of crying with fear before having to perform one of Winnie Mandela's most famous speeches to them: "But once I got out on the stage, the noise from the extras - the cheering and screaming - was amazing and I thought, 'bring it on'. I really enjoyed it."

Okonedo was raised on Chalkhill in Wembley, one of north London's toughest estates. She lived there with her mother after her Nigerian father returned to his country when she was five. Her maternal grandmother used to take her to Wembley Liberal Synagogue and leave messages on her answer-phone in Yiddish. "'This is a dying a language,' she used to say. 'You should learn it before I go.'

"I was the only black Jew to grace the steps of Maccabi," Okonedo told me during that first interview. When I asked if that was difficult, she took a thoughtful sip from her cappuccino and said, a little reluctantly, "I came across as much racism in the Jewish community as I did outside the Jewish community. No more, no less."

Most of her Jewish peers lived in the comfortable, leafy suburbia that existed beyond the boundaries of the concrete Chalkhill, which has since been demolished and redeveloped.

And, although the estate was notorious, when Okonedo and her mother moved to a flat above a fish-and-chip shop in the more sedate Preston Road, Kenton, she felt less at home.

At Chalkhill, she said, "there were loads of mixed-race children, one white parent, one black, Irish, or whatever - every type of configuration. I certainly felt that, as a teenager, a lot of the parents of [Jewish] children would have been unhappy if they came home with me. I certainly felt stared at when I went to synagogue."

On one occasion, when the young Okonedo was picked up by the parents of a friend, she overheard them talking about moving out of the area because of the black people moving in. "We don't mean you, Sophie," one of them hastily added.

Still, Sophie Okonedo has always been out-and-proud about her Jewish roots. During her acceptance speech for the Tony she won for her performance in a Broadway revival of Lorraine Hansberry's A Raisin in the Sun, which also starred Denzel Washington, she thanked producer Scott Rudin for having "the vision that a Jewish Nigerian Brit could come over the pond and play one of America's most iconic parts".

Following that first interview, I met her again a year later. She was sat next to me in the NT's Cottesloe (now Dorfman) theatre for Howard Davies's 2000 production of Arthur Miller's All My Sons. For me, the evening was memorable not just for the devastating potency of Miller's play but for the effect it had on Okonedo, who sat sobbing in the wake of its devastating climax.

Sixteen years on, she was back this year in Miller's later play, The Crucible. She played Elizabeth Proctor (another betrayed character) opposite Ben Whishaw's John Proctor. This was Ivo van Hove's acclaimed - and terrifying - modern version of the work. Okonedo delivered a performance for which she received a second Tony nomination. While she was on stage in America, she was also on British TV screens playing Queen Margaret in the BBC's The Hollow Crown, with Benedict Cumberbatch as Richard III. This all reflects a lot of great work and, as she has aptly described 2015-16, "a really good two years".

If you can judge the star power of a leading lady by her leading men - Cumberbatch, Whishaw, Washington, etc - few burn brighter than Sophie Okonedo. Yet stardom, you feel, has never been a motivating factor for this actor who, when she is not working, returns with a degree of relief it seems, to her home in rural Sussex where she lives with her husband - about whom she has said little to the media other than the fact that he is not in show business. She also has a daughter, Aoife, by a previous boyfriend, film editor Eoin Martin.

Her success, you feel, is driven not so much by ambition as by commitment - to her art, of course, but also to portraying the extraordinary potential of people grounded in an unglamorous reality. In that sense, the little Jewish girl from Wembley who grew up to be made an OBE in 2010 - and who lights up stages and screens from London to Hollywood - never turned her back on the housing estate and the chip shop. 