Jude Law Picked Up This Unusual Skill for His Latest Role and Admits It Drove His Family 'Crazy' (Exclusive)

Jude Law wouldn’t necessarily call himself a Method actor, but he’s certainly picked up plenty of skills for his many roles over three decades of being a TV and film actor.

He's learned fencing (Peter Pan & Wendy), ballet (A.I.) and saxophone (The Talented Mr. Ripley), just to name a few.

For his latest film Firebrand (now playing in theaters), Law, 51, plays Henry VIII opposite Alicia Vikander who plays his sixth wife Catherine Parr. Law says he had to learn to play the harpsichord for the role, and it wasn't easy.

“Harpsichord was hard!” he tells PEOPLE. "I play a bit of piano, but there's a different weight and a different timing to the harpsichord because it's plucking the strings, instead of hitting them with hammers."

He says he dedicated himself to the art, or at least to learning the one song he had to for Firebrand: "I drove my friends and family crazy playing this one tune over and over and over."

When it came time to shoot the scene where Henry plays the instrument, he made sure that he got credit for putting in the work.

"I insisted that director Karim [Ainouz] do a closeup of my hands so everyone knew it was actually me playing it," he says with a laugh. "I said, 'You've got to make sure everyone knows it's me, this thing that's been on my back for months!'"

So will he retain his new skill? Probably not.

"I learned the saxophone for several months so I could be plausible in [The Talented Mr. Ripley], and then I had these great intentions of carrying on and playing it forever," he says. "And it's still in its case in my office, so... that never happened!"

Still, don't come at him with a sword.

"The fencing that I learned [for Peter Pan & Wendy], I have no great need to do anymore. But I like to think if someone needed me in a sword fight, I'd be quite handy. I mean, hopefully that will never be tested."

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The actor also adds that he learned way more about Henry VIII than he ever knew to play the King, who has mainly been portrayed as a tyrant who kept beheading his wives.

"The director gave me a really clear directive, which was this is a man, don't see him as some great historical figure," Law says of the role.

"We wanted to understand him as a human. And so going back to the beginning, what I didn't really understand fully was how in a way he was mentally abused because he was never expecting to be king. His older brother was going to be king, but his brother died."

He continues, "He was suddenly whisked away from probably quite a happy family with his mother and aunts and put in house lockdown basically because he had to be protected. Then he was trained up by the military and was sort of fed this sense that he was second only to God, which is pretty hardcore thing to put on a young person."

Law adds that Henry VIII's life could have turned out differently.

"He was a bit of a rockstar when he was younger," he says. "He was a fighter, he could wrestle, he jousted, he rode horses, he danced, he wrote several songs that became hits around Europe. He kind of had it all."

"But then he grew up believing his place in the world really was only to answer to one, and that was God, and everyone else had to do his bidding. Which sets you on a pretty distinctive path!"

To read more about Jude Law talking about the Movies of His Life, pick up the new issue of PEOPLE on stands now.