Fans of The X-Files remember Dana Scully as an intellectually rigorous, science-minded investigator of the supernatural possibilities, skeptical (aliens? proof please!) yet open-minded about far-out possibilities (including God), and passionate about truth, justice and the man with whom she shared an intimate rapport on multiple levels. So much to discuss about what’s inside the mind and heart of this extraordinary and complex woman – and yet what fans really want to talk about  right now is what’s on top of her head. Because fans also remember Scully for her red hair, yet the pictures they’ve been seeing so far from the set of the event series revival of the seminal sci-fi series show a Scully that is more strawberry blonde. They’ve been equally fixated on the fact that the actress who plays Scully, Gillian Anderson, is wearing a wig instead of dying her hair. Such is the fraught reality of being a pop culture icon. Love ya, Scully! Don’t ever change, Scully. DON’T. EVER. CHANGE.

Anderson is aware of the scuttlebutt about the hue of Scully’s locks and her choice to wear a wig, and she admits that it makes her want to pull her hair out just a tiny bit. “There’s a big dialogue about my f—ing hair,” she says with a laugh and sigh. “We shot in downtown Vancouver on our second day during the lunch hour, and there were 9,500 people sitting around on their phones taking pictures and videotaping us, and someone Tweeted a close-up of the net of my wig. ‘She’s wearing a wig!’ … I appreciate their enthusiasm, but goodness me!”

When EW visited the set of The X-Files on June 15, the sixth day of shooting, Anderson said in a follow-up conversation that adjustments are being made. (“It’s getting redder.”) But why a wig? Anderson explains that a few days before shooting, she went to dye her hair red (“I was really looking forward to it”) only to be warned that she was risking a catastrophe if she did. Which is to say: Baldness. Her television work of the past year – NBC’s Crisis and Hannibal; Britain’s The Fall – required different colors and looks, and her hair took a beating as a result of all that wear and tear. “My hair started falling out last year,” she says. “We were in the middle of doing The Fall and they actually had to stop using tongs and hot rollers because it was literally coming out in the hair dresser’s hand.”

Anderson was told that her hair would probably survive a summer of red dye, but going back to blonde – which she would have to do for the third season of The Fall, shooting this fall – would most likely cause her hair to fall out. “The guy I use to do my hair was like, ‘You must be out of your mind [to dye it]. You have no idea what the end result will be,” she recalls. “So yeah, unfortunately, it is a wig.” And it’s a good wig, she insists. Made by fancy wig makers in London. But it hurts. “Oh my God, it’s like wearing a vice on your head,” says Anderson. “I mean, every day, I have a whopping headache. And so I’m paying for that decision. I want all the fans to know that I’m suffering for the red!” Or at least, something very close to it.