Sterling K. Brown Says This “Wicked” Song Helped Him Play a Secret Service Agent in “Paradise”: 'It's Beautiful' (Exclusive)

Warning: this story contains spoilers from episodes 1-3 of Hulu's Paradise.

Sterling K. Brown has no shame about the methods which helped him get into character for his new role on Paradise.

The actor, who plays Secret Service Agent Xavier Collins in Hulu's new political thriller, tells PEOPLE that the role required him to perform many serious scenes and emotional moments. To prepare, Brown, 48, admits he relied on a particular song.

"It's one of those things where sometimes there's a few songs that I'll have in my ear that help put me in a particular state of being," he shares, noting that those tunes "make me very emotional."

"There's a few of them, but I'll tell you one that's very much in the zeitgeist right now, but it will be even more when the next movie comes out," he continues. "It's from Wicked. It's a little 'For Good.' A little 'For Good' goes a long way... it's beautiful."

Related: Sterling K. Brown on the Shocking Twist in Paradise's Premiere Episode: 'I Forgot Who I Was Dealing with' (Exclusive)

In addition to getting teary-eyed by the emotional Wicked ballad, Brown says he also takes some time for himself to get into that headspace.

"You step away from the crew. You step away from the other actors, and you just have some time to yourself. And it's such a beautiful thing, because you don't have to say anything," he explains. "The crew is so intuitive. People can see I'm a pretty affable, outgoing guy. If they see Brown is in a very particular headspace, they're like, 'All right, he's doing his thing.' And then you come to the set ready to be in whatever state that character's in in order to bring up the emotions, the thoughts that they are contemplating in that particular moment."

Brown wasn't the only one singing on the set on Paradise. The This Is Us actor reveals that he bonded with costar James Marsden over their love of music.

"Marsden's the best. He's a good dude. I really enjoy him. I'm so happy he agreed to come and play in our sandbox with us. And we have fun with each other," Brown says. "He's a singer, I like to carry a tune, so if he starts singing, I may chime in with him. Or if he hears me humming, he'll join in."

Related: James Marsden Says He Has to 'Master' All of His Hobbies, Including Being a 'Nerd' About Watches

Though Brown admits "we didn't do any 'For Good' because I keep that one to myself," he notes they've connected over a different type of music. "It's a lot of '90s and 2000 R&B, and he knows it just as well as I do for some reason."

"I don't know how he does this. But we had so much fun," he adds, "and he was so prepared with the work that I knew when it came time to do that part, he would be as locked in as me... However goofy we were off set, we were equally locked in on set."

Adding, "It was nice to be with someone who was very kindred in that way, who wanted to enjoy the process of being there, but also wanted to do the best work possible. It couldn't have been a better partnership."

In Paradise, which dropped its debut episode early on Sunday, Jan. 26, Brown's character Xavier becomes the leading suspect in the investigation of the shocking murder of Marsden's President Cal Bradford.

The premiere episode follows Xavier as he discovers the president's body and quietly starts to investigate the murder on his own before it's revealed that Xavier, and the rest of his counterparts, are living in an highly controlled underground bunker. However, two mysteries remain: who killed President Bradford and how/why are those people there?

The next two episodes show Xavier as he works to get to the bottom of the murder mystery and, in doing so, clear his own name and uncover more truths about the Paradise community he's living in.

Related: Sterling K. Brown Sometimes Asks 'What Would Randall Do' to Keep Ryan Michelle Bathé Happy in Their Marriage (Exclusive)

Though the show covers a variety of serious topics, Brown says it's been "fun" to step into this character.

"People ask, 'What is it like to do that?' All of it is fun. The funny scenes are fun, the hard scenes are fun. And maybe fun's not the right word all the time, but it's the only word that I have at my disposal because I get to do it," he explains. "I mean, I get to do this thing. People pay me to show up and do this thing, this sort of illumination of the human condition, and it's fun. And that even when it's painful, I have in the back of my mind that somebody will see what this character is going through and they will recognize it and they will recognize themselves inside of it and they will feel seen."

"And I don't know if fun's the right word, but I'm still sticking with it because it gives me great joy to help people feel less alone," he adds.

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Episodes 1-3 of Paradise are now streaming on Hulu and new episodes will drop weekly through March 4.

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