When Miranda Rae Mayo debuted on NBC’s Chicago Fire in February 2016, she never could have imagined the love fans would have for her character, Lt. Stella Kidd, 10 years later. Or what a massive, movie-like undertaking a three-show One Chicago crossover — like the one airing on Wednesday, March 4 — would be.

But, even on the coldest winter day in the Windy City, she’s filled with gratitude.

“This is really incredible in a multitude of ways, and I just feel really blessed,” she tells PEOPLE. “I’ve lived in Chicago and been in community with this cast and crew, and I just feel really lucky that I landed here. The entertainment industry can be a precarious, dicey place depending on where you land. I was really, really fortunate to land in an incubator of love.”

Below, the actress, 35, looks back on her first days on the set of Chicago Fire, gears up for the upcoming crossover and shares some of the lessons she’s learned in between.

PEOPLE: What an arc Stella’s had over 10 years. I suspect she’s inspired a lot of people. My parents even text me, “You got this, Stella Kidd,” if I’m nervous about something!

MIRANDA RAE MAYO: That makes my heart swell. There are a lot of people who really love and appreciate this character, and it’s kind of overwhelming in a beautiful, wonderful way. She really is such a wonderful character.

Are there things you’ve learned from her or been inspired by that she has taught you?

I have learned more about commitment and sacrifice and duty from her and from this cast and crew of people, I think, than from anyone in my life.

When Stella joined Firehouse 51, she was already friends with Gabby Dawson (Monica Raymund) from their time in the fire academy. Do you think that helped fans adjust to her?

I remember talking to Derek Haas [the showrunner at the time] on the phone, and he was like, “Yeah, we’ve noticed if we bring in characters that are already connected in a positive way to our regulars, it ends up turning out better.” So, I had the connection with Dawson, and they loved each other, so I really was very fortunate to be set up in a really good way.

What do you remember about filming your first scene?

I think there were six out of the 10 regular characters on the show, and anytime you get four or more of us in one space, especially the original cast, it’s just hilarious chaos. So the energy was electric. Everybody was laughing. And I remember I had to wait to go on camera to enter the doors with Jesse Spencer [who played Matthew Casey], and he is the No. 1 on the call sheet at the time, and I didn’t have any expectation really. Other experiences I’d had with other No. 1s was there was a significant status difference between me and them. And Jesse was just a love. He was so warm. We laughed. He cracked jokes. He asked me about myself. He was interested. It was just so refreshing and I felt so happy to be there. It was Jesse, Monica, David [Eigenberg, who plays Christopher Herrmann], Christian [Stolte, who plays Mouch], Yuri [Sardarov, who played Otis]. It was great.

What else stands out from that first day?

Probably one of my favorite stories about my first day on set is I walked into the trailers, and I was really excited. I’m a huge Sex and the City fan, and everybody knows Steve is hands down best man on that show, and I saw David in the makeup trailer. I walked right up to him and I said, “You listen to me. I don’t care about this job. I don’t care about the money. I am here for one reason, and one reason only, and that is to hear you say my name.” And then I said, “Say it, say my name.” And he went, “Miranda.” And my life was complete.

Let’s talk about this crossover coming up. The bar is so high after the last one. Is there added stress going into that?

Yes. We know how much the fans love the crossover, and last year, I think there was a lot of pride in all of the shows about what we put together. It is a huge beast, production-wise, to make these movies, really. It is a big mountain that we are all climbing together. So, all of the feelings that come along with that, with looking up at the mountain before you climb it. And then we also have all of those feelings that you feel once you’re at the top.

You now survived 10 Chicago winters. What are your tricks to staying warm when you’re doing an outdoor shoot and it’s bitter cold like it was while you filmed the crossover?

First of all, that’s a fallacy that anybody stays warm, period. It’s not happening. I appreciate that you imagine that I have any kind of tips and tricks, but it really is just an endurance game. I will say, though, that the heated vest is a game-changer, and foot warmers and toe warmers. As soon as my toes start to go, it’s not going to be a good day.

How do you even get out of bed on a day where you know you’re doing that?

Girl, I don’t know. I’ve disappeared, my body’s taken over, and I am like, “Girl, get us through.” Because I am in San Juan in my mind. I’m checked out. Miranda is gone. Stella fully takes over. Y’all think that Stella has gotten really, really hardened and rigid over the past couple of years. That’s why, because I’m gone. We’re just trying to make it through the cold.

So many people want to see Stella and Kelly (Taylor Kinney) become parents, but they did just say goodbye to their foster son, Isaiah (Hero Hunter). How was that departure?

It was my 100th episode, and I realized later that it was Hero Hunter’s final episode. I didn’t take the moment to really honor what a joy it was to have him on set, and what a gem he is, how much we all loved working with him. It was bittersweet because we lost Isaiah and we lost Hero. Hopefully we’ll have him make some appearances in the future. But I just wanted to make sure that I at least shared with you what a shining star he is and how much we all are going to miss him.