Margot Robbie: Kissing Leonardo DiCaprio for 17 Hours Isn't as Fun as It Seems

Margot Robbie has arrived.

The Australian newcomer made her big awards show debut at Sunday’s Golden Globes and sparked a flashbulb frenzy in her showstopping, silk Gucci gown. Not only has she mastered the red carpet, but she’s heating up the big screen with Leonardo DiCaprio in The Wolf of Wall Street – and earning rave reviews.

Robbie, who starred on the short lived ABC television series Pan Am talks to PEOPLE about sharing kisses with Leo, dealing with her nude scenes and her obsession with ice hockey.

“I’m still pinching myself,” Robbie, 23, says about playing DiCaprio’s feisty wife in her first major film role. “I’m extremely honored to be a part of this film. To work with Leo was unbelievable. He has always been my favorite actor and he became this wonderful big brother. He took me under his wing and always looked out for me, which is really nice.”

When it came time to film her kissing scenes with DiCaprio, who picked up a Golden Globe for his role, Robbie admits it wasn’t as sexy as it looks on screen.

“All of my girlfriends interrogated me and asked, ‘Is he an amazing kisser?’ I’d sit them down and say, ‘All I know is his screen kissing is great.’ Then they’d get upset and say, ‘Tell me it was romantic and there were fireworks.’ There weren’t any. You do the takes in 17 hours, and it’s just hot and sweaty.”

Kissing was one requirement that came with the job. The other was being nude for multiple scenes.

“At first I was absolutely petrified. No matter how much mental preparation I did, I was still very nervous about it,” Robbie says. “I just had to get it over and done with. By the end of the film there was so much nudity nobody was fazed about undressing. Now I have no concept of modesty anymore! It’s funny how quickly I’ve got desensitized to that.”

Although she is no longer bashful about showing off her body, she still likes to dress up. Her favorite is her hockey uniform.

“I’m a bit of a tomboy. I’ve always loved ice hockey,” she says. “Growing up I always wanted to play, but I couldn’t because we didn’t have ice back home so I played field hockey and then I moved to America and started to play ice hockey. I play in a league in L.A. with my friend Liz. We are the only two girls. My position is right wing. My hockey is good, but my ice skating is terrible. It’s a bit of a mess to watch!”