BEVERLY HILLS, Calif. –  Right now, Jaimie Alexander is best known as Lady Sif from the "Thor" movie franchise. But that is about to change when the South Carolina-born actress takes on the role of the memory-challenged Jane Doe in the new NBC series "Blindspot."

When the series opens, Jane is discovered in Times Square curled up in a duffle bag, naked, and with her entire body covered in intricate tattoos. She has absolutely no idea who she is, what happened to her, or how she got to New York City.

The role is reminiscent of Jason Bourne (Matt Damon) in "The Bourne Identity," and Alexander is appreciative of the comparison.

"It feels great," she told FOX411 of the comparison. "I just hope nobody challenges me on the street or in an alleyway, but I can run really fast in the other direction."

The series is also being compared to NBC's "The Blacklist," which also pleases Alexander.

MORE: 'Thor' star is nearly naked at premiere

"That is what people typically do," she said. "Before they see something, they want to liken it to something they enjoy, so I am all for that but it definitely will have its own identity. The tone and the mood is something you've never seen on network before. It's very dark. The lighting is very peculiar and abstract. It's very artistic all around."

Alexander said she was a natural for the role because she has found her niche as an actress in the action genre.

"When I moved out [to Los Angeles] to start my career, all the castings were for 'The O.C.,' the blonde bombshell or the bimbo," she recalled. "I literally couldn't fit into those characters if I tried. Even comedy didn't work. Then action became a new thing and there were maybe four other girls who were doing it, so I got into it."

Alexander does as many of her stunts as legally allowed, but she does admit to getting beaten up pretty badly, so she does tag in and out with her stunt double, Kylie Furneaux, to keep the bruising to a minimum.

What is more difficult than the fight scenes, though, is the seven-hour process in the makeup room on days that require the full-body tattoo effect.

It begins by spraying her skin with Pros-Aide, a medical adhesive. Then a piece of paper with the tattoo is placed on her skin, they wet it, powder it, and then they use Monistat chafing gel.

"The gel keeps the tattoos to where they are shiny but they have a powder finish so they don't stick together because, right now, New York is very hot and humid," says Alexander, who has nine tattoos of her own. She adds, "Mine are strategically covered by Jane's tattoos."

Alexander promises that "Blindspot," which follows Jane's journey as she is turned over to the FBI and they begin to unravel the mystery of her tattoos, what they signify, and where they will lead, moves at an extremely fast pace and that the audience will get answers in every episode.

"There are no filler episodes," she said. "There are lots of fight scenes, lots of human connection, and lots of figuring out pieces to a puzzle."

One of those puzzles, of course, is Jane's identity, and whether or not she's a heroine or a villain. The fact that Jane is fluent in several languages, is great at hand-to-hand combat and is no stranger to handling heavy artillery just complicates matters.

"I am completely in the dark about that and I like that," she said. "I am all about the journey, not the destination."

Alexander, who became engaged to actor Peter Facinelli in March, says she has been too busy to set a date and plan her wedding.

"We take things slow and we just enjoy each other," she said. "A piece of paper isn't going to change how much I love him and he loves me. He is actually doing another Greg Berlanti show, 'Supergirl.' He is the villain, Maxwell Lord. The kids [Facinelli's three daughters with ex Jennie Garth] are super excited about that show. They can watch his show. They can't watch mine."

"Blindspot" premieres on Sept. 21 on NBC.

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