Having survived a feverishly debated Star Wars trilogy, Daisy Ridley is forging her own path – and taking control.

For Daisy Ridley, the thrill comes first and the fear comes later.

While wading in the middle of the Black Sea for Joachim Rønning’s rousing 1920s-set biopic Young Woman And The Sea, in which she stars as Trudy Ederle, the first woman to swim across the English Channel, Ridley’s aversion to open-water swimming confronted her fully. “You know when you go in the sea?” she asks. “I never go beyond where I can see my feet. The whole thing was such an exploration of things I don’t really like.” Her voice sing-songs: “The lies we tell for the jobs we do!”

Of course, the London-born actor is well-acquainted with treacherous waters. At the age of 21, Ridley was plucked from anonymity to lead the Star Wars sequel trilogy as Rey,...