To help Ryan Gosling stay in character, the real doll was treated like an actual person, as is done by the characters in the movie. She was dressed privately in her own trailer and was only present for scenes that she was in.
The scene where Lars and Bianca are about to enter the party was entirely improvised by Ryan Gosling (Lars). Another was when he performed CPR on Margo's teddy bear.
The "Real Doll" was featured on The Graham Norton Effect (2004). The doll was given to the show and was stated as costing $6,000. She arrived in the same kind of crate that is shown in the movie. To test how real the doll looked, they sat her in a bar with drink in hand, sunglasses, and a speaker placed on her so they could talk to whomever came up to talk to the doll. One man was told to go into the bathroom, take off his pants, and wait for her, and he did just so.
In the scene where Lars is reading to Bianca, he is reading from "Don Quixote," whose main character also has delusions.
Ryan Gosling brought in a "Talking Heads" cassette to play in the party scene, because he thought it would be cool for the scene.
To eliminate the possibility of any accusation about having sex with the doll, Bianca was custom ordered without any genitalia.