So she went in search of Marilyn, and found the fragile woman inside the durable icon.
"I suppose it's about catching a feeling, because I think that's where the magic of something lies," Williams said.
Her performance isn't an impersonation, but a true interpretation of what Marilyn must have been like. And yet, Michelle began by studying her mannerisms.
"I was a good student on this," she said. "I made up for whatever I lacked as a teenager, all those tests I didn't study for, tried to cheat on or whatever."
The actress bought her first iPad and downloaded Marilyn's old films and newsreels.
"I was always listening to her and watching her," she said. "YouTube became an incredible tool, and I never figured out how to use the internet for good and not evil until this."
Williams also had to perfect Marilyn's unique walk.
"I tied a belt around my knees, put on a pair of high heels and tried to break down her wiggle," she said.
Michelle admits she must have looked ridiculous at first, but it worked.
"She just captured the walk, the wiggle, the waddle, everything," producer Harvey Weinstein said.
Weinstein released "My Week with Marilyn" and hopes to secure an Oscar nomination for his leading lady. If the academy is looking to reward risk, then her work in the film surely must qualify:
"There was probably more [fear] than I even allowed myself to process," Williams said. "it will always be there, that little inner critic or that sort of scared kid...but you've got to shut it in a room and tell you it can come out later. You don't need it now."
"My Week with Marilyn" hit theaters on November 23.
Please visit Sandy Kenyon's blog for more entertainment news at wabc.typepad.com/whatsandysays