The actor, who plays Brienne of Tarth on the HBO show, made the comment while speaking on Good Morning America.
“I was doing some work in Canada, and I woke up at 4am, checked my e-mail because I heard the scripts might be coming through, and they dropped in,” she said.
“I sat there, and I read them all the way through from the start to the end. And it was a real emotional roller coaster, because things happened that deeply startled me, upset me.
“I went bright red in the face. I had to put them down, I was sort of walking around. I had to go out for a walk… It was a really extraordinary experience, and I realised they had pulled out all the stops for this one.”
The forthcoming season of Game of Thrones marks the final six episodes of the entire show. Christie previously warned that fans will “need therapy” following the finale.