The Game of Thrones cast details their last days on set: "I was crying and crying and crying," said Sophie Turner

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Although fans have to wait until Sunday (May 19) to see the final episode of Game of Thrones, the cast is much farther along in the grieving process, having already said goodbye to the show when they wrapped filming months ago.

When PEOPLE sat down with the cast recently, they were asked to share what they remember most from each of their final days of filming. Unsurprisingly, the end was bittersweet for everyone, full of tears and hugs.

“It was exciting and sad and overwhelming,” Lena Headey, also known as Cersei Lannister, told PEOPLE. “Being a part of Thrones has undoubtedly brought more opportunity than I’d ever dreamt of and for that I am eternally grateful.”

Gwendoline Christie, who plays Brienne of Tarth, said she fought the tears for as long as possible.

“I remember thinking that I wasn’t going to humiliate myself by crying,” she said. “Because they filmed it for the behind-the-scenes documentary.”

Sophie Turner and Maisie Williams, who play Stark sisters Sansa and Arya, admit to full-on waterworks.

GAME OF THRONESSeason 8, Episode 3CR: Helen Sloan/HBO
Sophie Turner and Maisie Williams

“I remember just crying and crying and crying,” said Turner. “I think the most memorable thing was that I knew that [the end] was coming so I was waiting for them to say, ‘Cut.’ They would say ‘Cut!’ and I would think, ‘Oh my God this is it,’ and I’d start crying. And then they’d say, ‘Moving on to the next setup.’ And then I’d have to be like, ‘Okay. Keep it together. Keep it together.’ I just remember just being on the edge of tears all day.”

Williams said she was in a bit of denial: “I remember trying not to think about it. Doing everything I could to not think about it,” she said. “Like wandering around like, ‘Oh yeah, I’ll have an ice pop.’ ‘Oh, the weather is so nice, am I right?’ ‘Look at that horse, so cute.'”

Richard Dormer, a.k.a. fiery sword-slinger Beric Dondarrion, said he was entirely unprepared for his last day.

“I was just totally bewildered,” he said. “I didn’t realize it was over until they come up like, ‘Congratulations. Thank you for all your work.’ I thought I was on for another couple of days, I had no idea it was my last day. I was just totally bewildered and lost. I went home, had a cup of tea, and two hours later I think there were tears in my eyes going, ‘Oh my God I’m not going back.’ It was weird.”

GAME OF THRONESSeason 8, Episode 3CR: Helen Sloan/HBO
Richard Dormer as Beric Dondarrion

Also, Kristopher Hivju, who plays Tormund Giantsbane, said that on his last day he felt a range of emotions.

“The last day, I just remember I didn’t understand anything,” he said. “My wife cried. It was something very sad, and something nice as well because you feel like you’ve given everything and everything has an end. Even Game of Thrones. And there were a lot of hugs. Big hugs.”

“On my final day I realized that this has been my training ground,” said John Bradley, a.k.a Samwell Tarly. “This is the experience that’s taught me everything I know about how to be an actor for camera. So that’s going to be the legacy going forward in terms of everything. All of my know-how was learned on this job. I didn’t have anything going in. Whatever I do in the future is going to owe an enormous debt to my time on this show and it’s been the best training ground and learning curve I could have hoped for.”

Hannah Murray, who played Gillly, said on her last day she wasn’t ready to change out of her costume.

“I remember I really didn’t want to take my wig off,” she said. “Normally I always want to take my wig off as soon as I possibly can because it’s very uncomfortable. I had this feeling of, once I took that off I was really saying goodbye to Gilly and it would really mark the end in a way, so I was trying to delay that moment for as long as possible.”

Emilia Clarke, who plays Daenerys Targaryen, was also overcome with emotion and had trouble delivering some of her character’s final words.

“The last day on set, I remember the fact that I couldn’t get through the speech that I was saying near the end, because I was kind of crying too, too much,” she recalled. “I can’t say too much else because it really would be a spoiler.”

The series finale of Game of Thrones airs Sunday on HBO.