Leave it to Ryan Murphy to gather all of America’a most infamous serial killers in one room, days before Halloween.

In Wednesday’s American Horror Story: Hotel, the first of the series’ traditional two-part Halloween episode, (spoiler alert) we got a VIP invite to the annual Devil’s Night soiree Evan Peters' Mr. March hosts for history’s most famous serial killers. We saw March with Jeffrey Dahmer (Seth Gabel), John Wayne Gacy (John Carroll Lynch), Richard Ramirez (Anthony Ruivivar) and the Zodiac Killer, aka the “Mount Rushmore of Murder,” all sit down to dinner with Detective John Lowe (Wes Bentley). But the real guest of honor, and scariest part of the episode, was Lily Rabe's Aileen Wuornos.

The AHS veteran returned for a special two-episode cameo (or could there be more?) to portray the female serial killer known for murdering seven men while working as a prostitute in Florida from 1989-1990. Wuornos received six death sentences and was executed in 2002 after sitting on death row for a decade. In 2003's MonsterCharlize Theron gave a startling Oscar-winning performance as Wuornos, but now Rabe has brought Murphy’s version of the killer to the small screen. Before “Devil’s Night” premiered, I caught up with Rabe over the phone to talk about portraying the complex Wuornos, whose hapless origin story incites compassion for some, but who was nonetheless a murderer. Rabe shared the most terrifying part of playing Wuornos (hint: she teased it on Instrgram) and her favorite AHS character she’s played. And since I have a hunch her Nora Montgomery from Season 1 will return in Hotel (based on this evidence), I made sure to ask her about that, too.

What was your reaction when you learned you’d be playing Aileen Wuornos?

Ryan wrote me and said, “This is what I want you to do, but let me know what you think and go spend some time with her.” So I was aware of her of course, but then I fell into an amazing deep rabbit hole of documentaries. And within a day I was like, “YES.”

What was it like to spend so much time with the mindset of a serial killer?

You know, she’s one of the most compelling – her story is really so devastating, while of course it’s harrowing and she was a serial killer. I guess she’s a frightening person in a lot of ways, but to me there was so much. Her childhood, what she was up against – I’m not saying it would make anyone a serial killer, but I do feel a tremendous amount of compassion for her. Of course I don’t feel compassion for what she did, but I think she wasn’t just a sort of detached sociopath. Her life was just an unbelievable struggle. And then I think she slowly lost her – you know all of her murders happened in a very short period of time, they were all within about a year. At that point, I don’t think sanity was what was happening. While she’s terrifying I also was heartbroken by her story. [...] It’s hard to talk about concisely. I’ve never had the experience where you are playing someone – maybe when I was playing Mary Eunice possessed by the devil, while she was possessed that was just pure evil, but because the other Mary Eunice still kind of existed in there. It’s always so interesting to me [when you’re playing someone] the struggle between dark and light, good and evil. When those two things are existing, they’re both alive and they’re both there and of course in the case of Aileen Wuornos one really won out over the other.

For the episode, did you focus on a specific period to depict her, such as Aileen during her killing period or Aileen after she’s spent years on death row?

Oh yeah, it’s very specific. […] Yes, she’s killed. This isn’t Aileen Wuornos, the early years, let’s put it that way. It will be very clear after you see it. And it’s in the world [of American Horror Story]. When I have spoken about playing her and people want to talk about Monster, this is Aileen Wuornos in the world of American Horror Story, and specifically in the world of American Horror Story: Hotel, which is its own universe. So this isn’t a bio on Aileen Wuornos. She’s there for a very specific reason. And there are some other killers there as well. We’re all there for a very specific reason.

The writing of this episode is just incredible. Brad Falchuck wrote this one scene that, to me, it was some of my favorite writing. [It was] one of my favorite scenes that I’ve ever done on all of the years of American Horror Story because it has all of this incredible – I was so obsessed with her, we were talking about this documentary and that documentary, so it has all of this amazing stuff that is about her and true and is based on her story. But then it also is Aileen Wuornos in that world. It’s a totally different thing than something like Monster. It’s apples and oranges.

Would you say the shock factor and the violence are amped up more because it’s American Horror Story?

I don’t know. I never like to think about things in terms of shock factor because I don’t really even understand what that is. Like, I don’t think of American Horror Story as something that has shock factor because to me everything is happening for a reason. It’s certainly heightened in terms of the things that happen on the show are very extreme. The things that I do in this episode are very extreme, and again, I would just say, it’s not portraying a certain period of time in [Wuornos'] life that we would know about. It exists specifically for the purposes of why she’s at the hotel on this particular night.

Suzanne Tenner/FX

In the episode you’re also with Jeffrey Dahmer, John Wayne Gacy, Richard Ramirez and the Holmes-inspired Mr. March. What was it like to be surrounded by actors playing serial killers?

There’s this one scene where we’re all together. We rehearsed the scene one day for I think 12 hours or something. I think Ryan said it’s the longest scene in American Horror Story history in terms of just shooting. We would have takes [where] you feel like you’re doing a scene in a play and it’s amazing because we could just roll on the whole thing. It really was one of the most fun [scenes]. We shot the scene for two days and we rehearsed for a day. The other actors playing those guys, yeah, it was pretty – looking around at the place cards of all of these names. And I had, in my own life, some sleepless nights [researching] because [I knew about] Gacy and Dahmer, and then Ramirez I remember, but I was like, Wait how did that happen? So of course one night leading up to shooting I was up until 6. I basically had to wait until the sun came up because I had gone into an absolute internet hole on Ramirez. I felt like I was never gonna sleep again for as long as my life, desperately waiting for the sun to come up. [Laughs]

Sarah Paulson has said there’s nothing on the show that can shock her anymore. Are there still things that surprise or scare you in a script, or are you not fazed by it anymore?

Surprise, no. Scare, yes. You sort of stop trying to think of the things that will never happen on the show because you’ll just make yourself into a fool if you try to get ahead of it or predict. Everything is possible. I have found, at least for me, you just get in the world of it. But it is kind of amazing where you have these moments where you’re either shooting something and you think, Oh my god, if five or six years ago I was reading a script where I was going to have to do this, I would be, like, under my bed with a pillow over my head so terrified. But then yeah, you just get to the point where you’re like, Oh yeah, uh huh. It doesn’t mean the experience of doing it – every time that you’re doing these things it can be incredibly disturbing or harrowing, or exhilarating, or all the above. It’s like a rollercoaster.

I’ve always been able to do such fun things with hair and make-up and costumes […] but it was really fun this year to get to do more. This is way more than I had ever done. I showed a picture recently to a friend. He was like, “Right, that’s the picture of the person you’re playing, but let me see the picture of you.” [Laughs] Because I have contacts in. Even when I’ve been covered in blood and prosthetics, when I was burned in Coven and I was in a bald cap with my skin peeling off, you still have your eyes. So there’s something about when you look in the mirror you still can see, you’re like, Okay, there I am. When your eyes are gone, and this is the first experience for me, it is a completely different thing. Not being able to see your own eyes is, I don’t know, it was terrifying, actually. But it was great because it’s so other and outside of yourself. But it was a big sigh of relief when I would get those contacts out at the end of the day and sort of, Are you still there? You are. But it’s full on. From padding to teeth to contacts to prosthetics. […] We have the same amazing guy who did my teeth [who] I believe did [Charlize Theron’s] teeth as well [for Monster]. Not the same actual teeth. [Laughs] I’ve been flossing a lot, putting those teeth in my mouth.

Are you just appearing in the Halloween two-parter, or will we see you more this season?

I can’t really say, I don’t think. I don’t know, yeah. I guess I can’t.

Well… there’s a theory that Nora Montgomery could return since Hotel is going back to the Murder House.

Mm. I do know something about that. I mean, I know something about that theory. I can’t say anything about it, no. I loved Nora.

What’s your favorite character you’ve played on the show?

If I had to choose, Mary Eunice. If I had to pick a favorite season I think I would choose Asylum. I had such a great time playing Misty Day. That was sort of magical and I loved that look. I loved her. That was such a great experience. She really had such goodness surrounded by so much horror. But I would say, if I had to pick, Mary Eunice would be my number one.

If you return for Season 6, what would your ideal season be about?

Oh gosh, I don’t know. I love the things that keep happening in different periods. I think its always so much fun to get to be in the American Horror Story world in a period that’s other than modern day. But I also feel like, if it’s modern day it’ll be such a specific world, it won’t be like the modern day we’re experiencing on a regular basis. [Murphy] just creates a world that is so specific every year. I’ve never heard about the next one and been like, Oh that sounds boring! It’s like, God, that’s amazing.

This interview has been edited and condensed.

American Horror Story: Hotel airs on Wednesdays at 10:00 p.m. ET on FX.