Simu Liu Is Embracing His Nerves as He Makes His Broadway Debut in ‘Oh, Mary!’ (Exclusive)

Simu Liu made his Broadway debut on Tuesday, Feb. 3, joining the company of the Tony Award-winning comedy Oh, Mary!

For the 36-year-old actor — best known for his on-screen roles in Marvel’s Shang-Chi and the Legend of the Ten Rings, The Copenhagen Test and Barbie — stepping on the stage of Lyceum Theatre in New York City was the fulfillment of a longtime career goal.

“It’s always been a dream of mine to do Broadway,” he tells PEOPLE, in a chat before his first bow. “And I think the question has never been if, it’s when.”

Seeing Oh, Mary!, Liu knew the timing was right. “This is just the perfect play to make a Broadway debut,” Liu says. “It’s so original and so wonderful; funny, irreverent, goofy, moving and charming. Once I saw it, I remember telling my agent, ‘I’d love to do a play like Oh, Mary!. And he was like, ‘Well, then… why don’t you just do it?’ And I was like, ‘Wait, can I do that?’ That just set the sequence of events in motion that led to this moment.”

Written by Tony Award winner Cole Escola and directed by Tony Award winner Sam Pinkleton, the absurdist comedy follows Mary Todd Lincoln in the days before her husband Abraham Lincoln’s assassination.

Liu plays Mary’s Teacher, a role that he has to remain pretty hush hush about.

“I can’t say too much about him, because I don’t want to spoil anything for anyone who hasn’t seen it, but sometimes I feel like I’m playing three, four characters at the same time,” he tells PEOPLE. “There are a lot of layers to him, and they’re all funny in their own way. But I’ll leave that to the audience interpretation.”

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The role draws on lessons Liu learned early in his career, particularly during his time on Kim’s Convenience. When it comes to comedy, he says the key is commitment — not chasing the joke.

“You know, the best piece of advice I ever got when it comes to doing comedy is the moment the characters realize they’re in a comedy, they stop being funny,” Liu explains. “You can’t be in front of the audience. You have to let the audience experience the joke. And you do that by being fully invested and fully committed in the moment. You can’t be wink wink, nudge nudge about the joke. You just have to play it straight. The seriousness is what makes it funny.”

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Luckily, Liu has a great team around him to help keep that tone tight, including John-Andrew Morrison (‘Mary’s Husband’), Jenn Harris (‘Mary’s Chaperone’), Tony Macht (‘Mary’s Husband’s Assistant’) and Tony Award winner John Cameron Mitchell, who stars opposite him as Mary.

As he adjusts to the demands of an eight-shows-a-week schedule, Liu says he’s leaned on advice from fellow Broadway performers.

“Everyone in this community has been so warm and welcoming. And working with John Cameron Mitchell has especially been great,” Liu tells PEOPLE. “He’s really guided me through this process, the schedule, how to get through the Saturdays and the Sundays. You know, lots of physical therapy, taking care of your body, sleeping well — all that good stuff.”

The production also marks a new living situation, something he says feels entirely different from his usual whirlwind press trips.

“This is the first time that I’ve got an apartment of my own and I get to have a home base in New York City,” Liu says. “It’s really exciting. I’m really excited to be a New Yorker.”

Even as the temperature is hitting record lows? “Oh, it’s a very cold part of the year. I mean, it’s brutal,” Liu admits. “But thankfully, I am Canadian. I’m a lot more used to the weather than probably a lot of people out here are, so it’s familiar.”

Fans can catch Liu in the production through Tuesday, April 21. And as the run gets underway, Liu says he’s leaning into a mix of exhilaration and nerves to carry him through each performance.

“The whole experience is both exciting and terrifying,” Liu says. “There’s always that moment, when I’m waiting in the wings before I come on for my first scene, where I feel like I’m just going to blank and not know anything. But that anxiety is both bad and good, in a way. It keeps you on your toes, keeps you feeling alive. And I don’t think that’s ever going to go away.”

Tickets for Oh, Mary! are now on sale.