Evangeline Lilly Reveals She Hasn't Seen Most of 'Lost' : 'I Still Have to Watch It'

Evangeline Lilly admits she has a hard time reliving the earlier days of her acting career.

The 42-year-old actress, who landed her first leading role when she was cast as Kate Austen in Lost, reveals she's never seen most of the series that made her a star!

"I cringe watching every single episode of the first 2 seasons when they were airing back in 2005," Lilly, who chatted with PEOPLE this week about her new film South of Heaven, says. "Because it was my first acting gig ever, and I really didn't know what I was doing, and I was so bad in so many moments. I was so cringe-worthy."

Lilly was so turned off by her performance that every time she thinks of going back to watch the ABC drama, she "would have to skip to season 3 when I started to get the hang of what to do as an actor and it won't be quite so humiliating," she says.

"But the truth is," she admits, "I never actually watched seasons 4, 5, 6. So I still have to watch it for the first time."

RELATED VIDEO: Evangeline Lilly Shaves Off All of Her Hair – See the Entire Transformation

The Ant-Man and the Wasp star portrayed Kate Austen on Lost, the cult series from J.J. Abrams, over its entire six-season run from 2004 until 2010.

When asked whether she thinks she will ever get around to watching the seasons she's never seen, Lilly responds, "I think I will."

"I think I will definitely at some point sit down and do a Lost marathon, and I think hopefully I imagine there will have been enough space that it will just be the most beautiful walk down memory lane and really put a big smile on my face remembering all the people and all the places and you know all the memories that were made on that show," she continues.

Never miss a story — sign up for PEOPLE's free daily newsletter to stay up-to-date on the best of what PEOPLE has to offer, from juicy celebrity news to compelling human interest stories.

"It was a very intense time for all of us, and the memories are — they mean a lot to me at this point," Lilly adds. "It's become such a beloved treasure in my life."

The actress can currently be seen in the new film South of Heaven, opposite Ted Lasso star Jason Sudeikis.

For her role in the new crime thriller, she completely committed to a bleached blonde look, so much so that her hair ended up taking quite the toll.

The actress exclusively told PEOPLE this week that both she and director Aharon Keshales wanted her character Annie Ray to look like "sunshine and the source of life" throughout the film. "[Keshales] wanted her to be this glowing representation of life," she said.

So becoming a blonde seemed like the best fit. Instead of wearing a wig every day for shooting, Lilly agreed to bleach her dark brunette hair platinum. But it wasn't an easy process.

"I chose for her to have the naturally blonde hair and a kind of warmer complexion so that she would look glowing, healthy, vibrant and full of life," Lilly said. "But that upkeep became really arduous because I wanted her to look like she was a natural blonde."

Lilly wore her hair in a short, buzzed cut so "it was so short [that] if it grew out by even a millimeter, you could see it," she said. "I was bleaching my hair every 10 days, and by the end of the shoot, it was falling out."

South of Heaven is out now.