She also said she didn't audition for the role until after Season 1. "I watched the first season and I was blown away by it...I was completely hooked. And then when I knew there was an audition [I went]," Dormer said.
And now she sees the differences in the characters. "I think of Anne as fire, and I think of Margaery as cool, like ice...See what I did there?"
"They do have different temperaments, they really do. Anne Boleyn wouldn't be able to keep her calm the way Margaery does."
But more importantly, WHO DID NATALIE AUDITION FOR ORIGINALLY?
But remember her audition tape? That was totally a Margaery line!
Cersei and Dany were already characters in Season 1, and Natalie didn't audition until after the first season ended, so it probably wasn't either of them...
She was probably too young to play Catelyn and and too old to play Arya or Sansa.