Margot Robbie still sleeps with her childhood stuffed animal

Speaking on W magazine’s new podcast ‘Five Things with Lynn Hirschberg’ - in which guests discuss a person, a place, a thing, a positive event, and a negative event that shaped their identities - Margot selected Bunny as her object, and said: "[My husband] always throws Bunny out of the bed because he obviously thinks it's a tad ridiculous that I still sleep with Bunny. Maybe he's a little jealous that Bunny always gets priority place in the bed. He thinks I'm asleep and he'll throw Bunny out of the bed and I get so cross with him.”

And although Margot named her aunt as the person who has shaped her, she wasted no time in gushing over her ‘Bombshell’ co-stars Nicole Kidman and Charlize Theron.

Speaking of Nicole, the 29-year-old actress said: "I remember thinking, 'Holy s**t, that's why she's Nicole Kidman.’ The second they called action, she just became this crazy presence. I couldn't take my eyes off her. Everything she said, even if it wasn't a terribly profound line it just suddenly felt powerful. And I was like whoa. It was so cool to witness first-hand. I remember thinking like, 'Okay, I get it. I get why she is who she is because that is magical.’ ”

Margot also spoke kindly of Charlize, when she recalled a time the actress stayed late to help Margot film an intense scene.

She added: "My other really heavy scene where I'm on the phone with Kate McKinnon's character and it's really emotional and I kind of breakdown in that moment, Kate had to get on a plane to get back for ‘Saturday Night Live’.

“Charlize, who wasn't working at all that day … It’s 10 o'clock at night, the night before Thanksgiving, I mean she's got kids and stuff. She's there on set doing off camera dialogue for me so that I could do that scene. I was like what a woman. And like giving it everything, not just reading lines, but really being in the scene with me and I was so blown away by that."