Warning: this story contains spoilers from the season 2 finale of Peacock’s “Based on a True Story.” Sara Paxton’s bond with her costar, Kaley Cuoco, runs deep. Years before starring together in the second season of this dark comedy series, Paxton, 36, shares that she attended Cuoco’s 16th birthday party on a whim. “Randomly, I was actually at Kaley’s 16th birthday party when I was 14,” she recalls. “I think I was the plus-one of one of her friends. And that was such a long time ago … she was so nice and cool then.” Despite the brief encounter, Cuoco, 39, instantly recognized Paxton when they reunited on the show. “When I first met her [on set], it was like, ‘Where we at?’ She did [remember],” Paxton says. “Aside from that, I was always rooting for her because personally I knew she was so cool and so sweet, but she’s always been so talented and so funny … always.”

Paxton's Role in Season 2 and the Finale

In “Based on a True Story,” Paxton took on the role of Paige for season 2. In the season 2 finale, Paige held Ava Bartlett (Cuoco) and her husband Nathan Bartlett (Chris Messina) hostage. The bombshell revelation was that Paige was the Copycat Killer, seeking vengeance for her sister Chloe’s murder. Throughout season 2, Ava had been trying to identify the Copycat Killer after the Westside Ripper and Ava’s new brother-in-law, Matt (Tom Bateman), swore he was done with murder. In the end, Ava and Nathan were able to escape the room by distracting Paige and getting her to open up about Chloe.Paxton admits she was a bit nervous when joining the series in its second season but felt nothing but acceptance from Cuoco, Messina, 50, and Bateman, 35. “They were so warm and welcoming. Everybody on the crew. When you’re going into a season 2 … it’s nerve-racking because it’s like starting high school or sophomore year or something and everybody knows everybody already and you’re like the new kid and you’re just kind of nervous like, ‘Where am I going to sit at lunch?'” she explains. “But that all went out the window once I showed up because everyone was so nice and so warm and welcoming.”

The Chemistry on and Off-Screen

Kaley Cuoco as Ava and Chris Messina as Nathan in “Based on a True Story” have an amazing chemistry on screen. “Kaley and Chris have this amazing chemistry on screen, but really it’s because they’re such good friends off-screen. They really have, they joke and they banter and they’re just on fire like this. And they really made a point to bring me in and make me feel comfortable,” Paxton adds.

Staying in Character

Paxton recalls wanting to join in with their jokes and playful banter on set but couldn't because she had to stay in character. “What I remember most on set is that I wish that I too could be joking around with them, but I’m like… torturing them and I have to maintain a certain level of emotion,” she says. “I have to sort of stay in a certain place because if I just suddenly go, ‘Okay, whatever,’ … I can’t fully do that. So there were so many times where I would just be like, ‘I want a joke. I want to laugh!'”

Hope for a Third Season

As for returning to the show for a third season, Paxton says she’s “in the dark like the audience,” but would love to step into Paige’s shoes again. “I’ve heard nothing,” she says. “But I obviously am so hopeful that Paige makes a return — to work with everybody again, but also because the character’s so fun. I have a bunch of theories floating around about what could possibly happen, like everyone else I’m sure.” “Will Paige and Tom’s character team up? Will they go on some sort of spree together or will they be continuously doing a cat and mouse thing trying to get each other again? Both options sound really fun,” she adds. “So I am fingers crossed, hoping for Paige’s return.”Never miss a story — sign up for PEOPLE’s free daily newsletter to stay up-to-date on the best of what PEOPLE has to offer​​, from celebrity news to compelling human interest stories. Based on a True Story season 2 is now streaming on Peacock.