Sara Paxton ‘Randomly’ Attended Kaley Cuoco’s 16th Birthday Party — Now They’re Costars in Based on a True Story (Exclusive)

Warning: this story contains spoilers from the season 2 finale of Peacock's Based on a True Story.

Sara Paxton's connection to her Based on a True Story costar, Kaley Cuoco, runs deep!

Years before they starred on the second season of Peacock's dark comedy series together, Paxton, 36, tells PEOPLE that she attended Cuoco's 16th birthday party on a whim.

"Randomly, I was actually at Kaley's 16th birthday party when I was 14," she recalls in an exclusive interview with PEOPLE. "I think I was the plus-one of one of her friends. And that was such a long time ago … she was so nice and cool then."

Despite their encounter being a fleeting one, Paxton says Cuoco, 39, instantly remembered her when they reunited on Based on a True Story.

"When I first met her [on set], it was like, 'Where we at?' She did [remember]," Paxton says. "Aside from that, I was always rooting for her because personally I knew she was so cool and so sweet, but she's always been so talented and so funny … always."

"So from afar, I've always been rooting for her," she adds.

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In Based on a True Story, Paxton took on the role of Paige for season 2. In the season 2 finale, Paige held Ava Bartlett (Cuoco) and her husband Nathan Bartlett (Chris Messina) hostage after the bombshell reveal that Paige was the Copycat Killer, seeking vengeance for her sister Chloe's murder.

Throughout season 2, Ava had been trying to identify who the Copycat Killer was after the Westside Ripper and Ava's new brother-in-law, Matt (Tom Bateman), swore he was done with murder.

In the season finale, Ava and Nathan were held captive by Paige as she played serial killer trivia with them, threatening that they'd only live if they did well. In the end, Ava and Nathan were able to escape the room once they distracted Paige by getting her to open up about Chloe.

Because Paxton joined the series in its second season, she admits she was a bit apprehensive — but felt nothing but acceptance from Cuoco, Messina, 50, and Bateman, 35.

"They were so warm and welcoming. Everybody on the crew. When you're going into a season 2 … it's nerve-racking because it's like starting high school or sophomore year or something and everybody knows everybody already and you're like the new kid and you're just kind of nervous like, 'Where am I going to sit at lunch?'" she explains. "But that all went out the window once I showed up because everyone was so nice and so warm and welcoming."

"Kaley and Chris have this amazing chemistry on screen, but really it's because they're such good friends off-screen. They really have, they joke and they banter and they're just on fire like this. And they really made a point to bring me in and make me feel comfortable," she adds of her costars. "And that's so nice of them."

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Paxton even recalls wanting to join in with their jokes and playful banter on set, but not being able to do so because she had to stay in character.

"What I remember most on set is that I wish that I too could be joking around with them, but I'm like… torturing them and I have to maintain a certain level of emotion," she says. "I have to sort of stay in a certain place because if I just suddenly go, 'Okay, whatever,' … I can't fully do that. So there were so many times where I would just be like, 'I want a joke. I want to laugh!'"

"But it was still really such a good time," she adds. "When you come in to work on something where you really admire someone, that's also nerve-wracking because you're like, 'Alright, play cool. You got to act like you don't know them.' And when you're working with somebody really well known, it's not that you expect them to be mean, but I kind of have learned from previous experiences to expect nothing. Just be respectful, come in and do my job. And they were like right away, barrier broken, we're just cool people, don't need to worry about it."

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As for returning to the show for a third season, Paxton says she's "in the dark like the audience," but would love to step into Paige's shoes again.

"I've heard nothing," she says. "But I obviously am so hopeful that Paige makes a return — to work with everybody again, but also because the character's so fun. I have a bunch of theories floating around about what could possibly happen, like everyone else I'm sure."

"Will Paige and Tom's character team up? Will they go on some sort of spree together or will they be continuously doing a cat and mouse thing trying to get each other again? Both options sound really fun," she adds. "So I am fingers crossed, hoping for Paige's return."

Based on a True Story season 2 is now streaming on Peacock.