"I was told that it would be a transition," he says and shakes his head. "Not much. It's very calming to move on."
Gandolfini, of course, had played gangster-in-therapy Tony Soprano - earning raves, clout and unsought celebrity - since the HBO drama premiered in January 1999.
Now there's only one piece of unfinished business. The finale, which airs Sunday at 9 p.m. EDT, will bring to a close a saga as powerful and oddly relatable as anything ever seen on TV. This conclusion, however satisfying or disappointing, will surely leave "Sopranos" fans wanting more.
But not Gandolfini.
"The character has been with me for so long," he says, "it's a relief to let him go."
No wonder. For 86 episodes, Gandolfini submerged himself in that fiendish, tormented character. He channeled the dark world of "Sopranos" creator David Chase. He was regularly summoned to his own psychic danger zone. All in all, the experience was "wearing," he says.
There also was a physical toll. "The Sopranos" revolves around Tony, which meant Gandolfini had an exhausting workload.
"But in a way, being tired helped me play the character. If the guy had to look good and be handsome and happy, the hours we worked would certainly not help. They helped ME a great deal," he laughs. "I was allowed to be grumpy and tired and look like (crap)."
That was then. Whatever awaits Tony in the series-ender - prison, death or some sort of escape - Gandolfini has already laid him to rest.
Time after time, Gandolfini felt the end at Silvercup Studios in Queens, and on locations such as Tony's home turf of northern New Jersey. All during April, members of the large "Sopranos" cast would shoot their last scene with him, then leave forever. Then he'd shoot a last scene with another cast member, who would disappear.
"There wasn't any grand finale," he says.
Or was there? Gandolfini suddenly remembers his last scene alongside Steven Van Zandt, who since the beginning played Tony's loyal consigliere Silvio.
"This is no indication of my feelings toward anyone else, but, for some reason, that really hit me when he left. Wow!"
Speaking to a reporter at HBO headquarters last week, Gandolfini, who recently signed a production deal with the network, was taking a break from screening footage for a documentary he's making about U.S. soldiers in Iraq who recover from near-fatal injuries.
Dressed casually in short sleeves, chinos and running shoes, the 45-year-old actor is down-to-earth and deferential, yet remains a formidable presence even without Tony's cockiness and mobster cred. His voice, while reflecting his New Jersey background, is richer, more robust than Tony's astringent delivery.
Though famously press-shy ever since "The Sopranos" blindsided him with stardom, Gandolfini has consented to this rare interview. Nursing coffee from a foam cup, he shares nearly an hour in agreeable give-and-take, only drawing the line when one too many questions delves into his acting technique: "Oh, please! Who gives a (crap)!" he scoffs. "I'm sorry. I didn't mean to be abrupt."
He misses no chance to deflect credit toward his colleagues.
"I might be in a lot of scenes, but the crew is in EVERY scene," he points out. "The crew is there 16 hours a day, every day.
"And the cast totally propped me up in many scenes. After three or four scenes sometimes I was adrift, and because (the editor) could cut to such other good actors, they were there to help me."
It was a two-way street, according to Michael Imperioli, who played Tony's hothead nephew Christopher, now dead (thanks to Tony's cold-hearted intervention) after a car crash a few episodes ago.
"Every time you go and do a scene with this guy," Imperioli said at the start of the season, "he manages to give 105 percent. That rubs off. That makes YOU work harder."
"I had the greatest sparring partner in the world, I had Muhammad Ali," said Lorraine Bracco, who, as Tony's psychiatrist Dr. Melfi, went one-on-one with Gandolfini in their penetrating therapy scenes. "He cares what he does, and does it extremely well."
Saying goodbye to the crew and his co-stars - yes, that was hard, Gandolfini concedes, even if saying goodbye to Tony wasn't.
Also hard: no more of those magnificent "Sopranos" scripts.
"Good writing will bring you to places you don't even expect sometimes," he marvels, meaning himself, and how the material could catch him off guard and take him somewhere new, even as he was performing it.
"It's a ride that I was along on, with everybody else," he says.
And like everybody else, he can't help feeling appalled by Tony's brutish misbehavior. After shooting a scene where Tony did something despicable, Gandolfini would sometimes upbraid his own character.
"I would shake my head and say, God, what a _!" Whereupon he helpfully substitutes his unpublishable outburst with a family friendly version: "What a jerk!"
So what's the truth? Does he like this jerk who was part of him for so long?
"I used to," he says. "But it's difficult toward the end. I think the thing with Christopher might have turned the corner." That was a soulless display: Fed up with his nephew's shortcomings, Tony pinched shut the nostrils of the gravely hurt Christopher, ensuring he would choke to death.
But wait! Gandolfini thinks a moment, and more of Tony's recent misdeeds - not homicidal, but clearly depraved - come to mind: "Maybe the gambling thing with Hesh. And maybe the thing with Tony Sirico (as Paulie Walnuts) on the boat.
"It's kind of one thing after another. Let's just say, it was a lot easier to like him in the beginning, than in the last few years."
But back then, maybe it wasn't so easy for Gandolfini to like himself. Early on, he felt a stronger kinship with Tony, mostly stemming from "that infantile temper that I certainly possessed much more of when I was younger."
Meanwhile, the writers fleshed out Tony by cribbing from Gandolfini - in particular, his temper.
"In the first year, maybe they would see that sometimes when I have anger, it's very funny. So they go with that. When I break something, it's funny. So they're gonna put it in again. And then I realize that I'm continually breaking things. So then I'm getting more angry because I have to continue breaking things. And then they decide, `Well, we've broken enough (stuff).'
"It was a learning process for all of us, I think."
All in the service of David Chase's vision. Pantomiming the pull Chase exerted over him (like everything on "The Sopranos"), Gandolfini playfully hooks his index finger in the corner of his mouth as if he were a trout at the end of Chase's line.
A decade ago, Gandolfini was certainly hooked when he read Chase's pilot script. A little-known character actor in his mid-30s (and the son of working-class parents who had grown up in Park Ridge, N.J.), he knew Tony was a role he was born to play. He also realized the cards were stacked against a beefy, balding, little-known actor landing the role.
But four years earlier, he'd made a brief appearance in Tony Scott's comically bloody thriller, "True Romance": a two-fisted confrontation with its star, Patricia Arquette. That performance won him his audition for Tony.
"True Romance" was also Edie Falco's first peek at the actor with whom she would be wed cinematically as Tony's wife, Carmela.
"I sort of knew the name James Gandolfini," Falco recalled. "Then I watched the film, and he's in a scene where he beats the living daylights out of a woman. I thought, 'Ohhhhhhh, OK. Welllll, let's see how THIS goes.'"
And how did it go? "It was maybe the most perfect working relationship," she said.
Now it's over. One concluding episode, shrouded in secrecy, remains to be aired. The Soprano home has been struck from Studio X at Silvercup. And Gandolfini, now done with Tony, is looking ahead to other roles, perhaps as Ernest Hemingway in a film he's developing for HBO.
"I don't even think I've proven myself, yet," he says. "The Tony character was from New Jersey, I'm from New Jersey - there's not a lot of stretching going on, here." Then he pauses, reconsiders, gives himself some credit. "In some ways, there is." He shrugs. "In a LOT of ways.
"But I have yet to begin the fight, I think."
(Copyright 2007 Associated Press. All rights reserved. This material may not be published, broadcast, rewritten, or redistributed.)
