The actress reflects what it's like being recognized and why she's not on social media: "Loss of privacy is major"
Credit: Peter Yang

In nearly eight years since she made her debut as Mad Men‘s Joan Holloway (now Harris), Christina Hendricks can happily say almost everything about her world has changed.

“My life has pretty much changed in every single way,” Hendricks tells PEOPLE. “Except for my friends and my family.”

One perk of starring on an iconic show? You get accolades from world leaders and, yes, fellow award-winning redheads.

“There are so many people that we’ve gotten to meet that I’ve admired for so long. Like the President or Julianne Moore, Meryl Streep. They come up and say, ‘I love the show,’ and you’re just sort of gobsmacked,” says Hendricks, 39.

“[I was] coming out of a bathroom and Julianne Moore said, ‘You’re wonderful on the show,’ ” Hendricks remembers. “I respect her more than almost any actress in the world.”

It’s not only famous faces who are recognizing Hendricks and her talent.

“When I walk into a room to audition, they’re not shuffling through head shots while I’m acting trying to figure out who the hell I am!” the newly blonde star says. “You walk in with a bit more confidence because you don’t have to prove yourself so much.”

But it’s the non-industry fan encounters that have been particularly touching: “I remember very, very early on, I think it was the first fan that ever came up to me, my husband [Geoffrey Arend] and I were having dinner, and this woman came up [to us] in a restaurant,” Hendricks shares.

“She said how much the show had moved her and that my character had given her confidence,” she recalls.

“I got tears in my eyes. My husband was like, ‘That was wild!’ I was like, ‘I can’t believe that just happened.’ I realized that our show was touching people when she came over.”

For more from Christina Hendricks and the entire cast of Mad Men, pick up this week’s issue of PEOPLE, on newsstands now.

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