When Tom Hiddleston made his first film, director Joanna Hogg offered him some valuable advice. She told him, "It's going to be very easy to put you into a particular type of role, and that's what people will try to do ... I think you'll find it more interesting if you go your own way."

He's done just that and put his chameleon qualities to good use. He's been a trickster Norse god, he's played a vampire, an English cavalry officer, F.Scott Fitzgerald.

Now, in Crimson Peak, Guillermo del Toro's rich and engrossing Gothic tale, he's an enigmatic English aristocrat who persuades a young heiress to fall in love with him.

It's a subtle, quietly intense performance in a film that constantly raises the dramatic stakes.

Hiddleston had always admired del Toro, particularly two of the director's Spanish-language films, Pan's Labyrinth and The Devil's Backbone.

Del Toro told him before he took the part that Crimson Peak was an English-language companion to these movies.

"He said that it was essentially a story about the supernatural, but explained in terms of unprocessed emotional and psychological pain," Hiddleston says over Skype from Los Angeles. "He told me how he was going to combine elements of horror with romance, so that there was a really deeply emotional love story, and bound up in that was a ghost story and a horror film."

Hiddleston was offered the role after Benedict Cumberbatch dropped out due to scheduling conflicts, leading to Del Toro rewriting the part. When Cumberbatch was the lead, del Toro said, "it was a much more aloof and calculating character. I thought Tom brought an enormous vulnerability to the character, and you cannot help but love him."

Crimson Peak is set in 1901. Hiddleston is Sir Thomas Sharpe, an impoverished English baronet who has come to the US with his sister (Jessica Chastain) to look for financial support for an invention he believes will make his fortune and allow him to restore his vast, tumbledown family home.

There he meets Edith (Mia Wasikowska), a quiet, self-sufficient young woman who seems impervious to his charms. He persists, and soon they are married. Edith leaves the US for England, where she begins to discover the grim truth of the Sharpe inheritance.

Del Toro gave all his cast complete backstories for their characters. This kind of preparation is not unusual for Hiddleston but del Toro gave him a great deal more to work with. "You can make sense of a character's actions in the screenplay if you've done enough work on the biographical details. But it is rare for a director to offer those up, and Guillermo's biographies were so rich."

His character is a divided soul, "someone who exists in tension, and for me that was interesting and challenging", he says.

"The story needs me to create a particular impression, while the character has a private, interior life that has its own momentum."

Crimson Peak is haunted by the past: Allerdale Hall, the Sharpe mansion, is full of ghosts and secrets.

Del Toro likes his special effects to be created in camera rather than through CGI, and that's a treat for an actor, Hiddleston says.

When the special effects are added in post-production, "the job of the actor is to respond to an imaginary stimulus, whether it's a creature or an alien or a spaceship or an explosion".

"But on this set, pretty much everything that you see, we saw. It means it's more immersive, it means you can allow the atmosphere of the set, of the room, to inflect what you're doing."

It was a 2011 special effects blockbuster from Marvel that gave Hiddleston his international breakthrough. He played Loki, the trickster Norse god in Thor, reprising the role in The Avengers and Thor: The Dark World.

He had come from theatre and television, after reading classics at Oxford and graduating from the Royal Academy of Dramatic Arts. In 2007 he made his feature film debut with Unrelated, a restrained psychodrama written and directed by English filmmaker Joanna Hogg. He has appeared in her two subsequent features, Archipelago (2010) and Exhibition (2013).

"She's one of my oldest friends in the business, and she gave me my first film job, she taught me so much," Hiddleston says. "She's probably the least conventional filmmaker I've ever worked for. I learned so much from her about the truthfulness of acting for the camera, and that half the time the most interesting things you can do as an actor on film are unconscious and unplanned and spontaneous."

Alongside the blockbusters or high-profile roles – Loki, a cavalry officer in Steven Spielberg's War Horse, F. Scott Fitzgerald in Woody Allen's Midnight In Paris – Hiddleston has made some interesting choices.

In Jim Jarmusch's Only Lovers Left Alive (2013), he and Tilda Swinton were withdrawn, self-protective vampires keeping the world at bay: Wasikowska had a role in the film, as Swinton's trouble-making vampire sister. In Terence Davies' The Deep Blue Sea (2011), adapted from Terence Rattigan's play, he was a former RAAF pilot out of his emotional depth in a relationship with a married woman, brilliantly played by Rachel Weisz.

He went back to the stage recently, for Josie Rourke's production of Coriolanus at London's Donmar Warehouse: it was a ferociously physical interpretation of one of Shakespeare's lesser known tragic figures, a military hero ill-equipped for politics.

Hiddleston has declared he'd like to do more theatre, but right now blockbusters seem to be beckoning. He has another Thor movie on the horizon, and he's been cast in Kong: Skull Island, an origins story about King Kong.

In the meantime, he's back on TV, in a six-part adaptation of John Le Carre's novel The Night Manager, to be released next year. He will continue to make films in Britain, he says, "because it's where I'm from, and because there's so much talent in front of and behind the camera, and there always has been".

Most recently he made High-Rise , Ben Wheatley's adaptation of J.G. Ballard's 1975 novel about the world of a tower block that descends into chaos.

"I really wanted to do that film," he says. "I've been a big fan of his work, and it's exactly the kind of really brave, provocative film that doesn't get made any more, rebellious and mischievous."

The 34-year-old has also taken himself out of his comfort zone in Marc Abraham's I Saw The Light, playing the legendary country singer Hank Williams. "That was a big departure, and one of the great privileges of my acting life," he says, "because it was such unknown territory; everything about it was different."

In exploring the details of Williams' short, tragic life, he says, "the film is actually about being a performer, about the artist's relationship with his material, about the war between art and commerce and trying to stay true to yourself in spite of being a commercial success".

He's admires artists who take risks. "I love it when actors do things that confound expectations, when they're brave and say, I'm going to take this part, and there are a whole host of articles saying they've got the wrong guy for the job. Like Heath Ledger, when he was cast as the Joker, or Daniel Day-Lewis as Lincoln. Writers, musicians, anyone, I'm inspired by artists who are truly courageous and don't do what people expect them to."

Crimson Peak opens on October 15.