Tobias Jelinek is no stranger to playing serial killers on-screen — but he says stepping into the shoes of mass murderer Richard Speck in Monster: The Richard Gein Story took him to a particularly “dark” place.

“Serial killers are not new to me. I have tended to play a lot of those different serial killers,” he tells PEOPLE in an exclusive interview. “However, this one, I have to tell you, I wasn’t very familiar with Richard Speck before auditioning, and I did not know that he transitioned in prison. For me, as soon as I read it, that’s immediately where I went with it.”

The actor, 48, says he first “went straight to imagination” in preparing for the role “before going too much into everything [Speck] did, because that can get dark real quick.” But eventually, he dug into court files in Illinois, where Speck, a.k.a. the Birdman, brutally murdered eight student nurses in their Chicago residence in 1966.

Jelinek found excerpts from the infamous, two-hour tape — obtained by Chicago news anchorman Bill Kurtis in 1996 — which, per CBS News, shows Speck detailing his murders, giving a lesson on strangling, having sex with a fellow inmate and snorting what appeared to be cocaine. Jelinek says he could “only watch in bits and pieces.”

“It was like watching and then really letting my imagination take it into a place of fantasy rather than too much fact,” he explains. “I really wanted to get the timeline very clear. His manhunt was really the first widely televised serial killer manhunt, and the story is rather horrific.”

Further helping him get into the mindset of Speck, Jelinek tells PEOPLE he filmed his scenes in Ilinois’ Stateville Correctional Center, where Speck was incarcerated, down the hall from the room where John Wayne Gacy was executed by lethal injection in 1994.

“So the atmosphere really lent itself to the reality and putting me in the state of mind,” the actor says, noting it was “very dark.”

Jelinek, who says he’s “a big fan of the Michael Chekhov [psycho-physical] acting technique,” also worked with a mentor in a studio in Chicago’s Fine Arts Building. “We went there and did explorations on the character. It’s wonderful just having another person so it’s safe enough to go as far as you need to go,” he says.

The Hocus Pocus star also prepared to play Speck by exploring how he idolized and “related to” Gein (Charlie Hunnam), whom he described as “this iconic, almost godlike figure to [Speck].”

When he auditioned for the role, Jelinek physically got into character by donning a kimono and his wife’s bra. “She taped me,” he said of his wife, Irina. “She’s like, ‘I don’t know how comfortable I am with this.’ I’m like, ‘Just go, baby.’ So I did the cigarette. I went into it maybe too easily in terms of some of the characterization that immediately came to me for Speck.”

He adds: “That’s the thing with the show — it has a lot of fantasy, and I like that about [Monster creator] Ryan Murphy and how he stimulates conversations.”

Jelinek previously spoke to Entertainment Weekly about his character’s clothes and a scene in which he sashays through prison in stiletto heels and a bra.

“Being in that prison and putting on those heels, it was phenomenal,” he told the outlet. “I was in there, you have all of the inmates, they open the door, and they’re all cat-calling. It was on grated metal, and I’m trying to walk in these stilettos. It was quite a feat!”