"You can't be half a gangster," Jimmy Darmody (Michael Pitt) told his then-boss Nucky Thompson (Steve Buscemi) in the very first episode of HBO's Prohibition Era drama Boardwalk Empire. Two seasons later, Jimmy is gone — dead at the hands of Nucky, who finally took his would-be protegé's advice.Terence Winter tells TVGuide.com. "Now, Nucky's fully capable of both ordering people dead and killing them himself. He's much more serious. He used to be a gangster and a gang leader one step removed. Now, he's out from behind the desk and really getting his hands dirty."But Nucky's life as a full gangster is complicated. Season 3 picks up on New Year's Eve in 1922. More than a year has passed since Nucky killed Jimmy and Nucky's wife Margaret (Kelly Macdonald) gave away a sizable parcel of Nucky's land to the church. Though the latter is still very much a sore spot, Nucky has adopted the persona of a philanthropist, thanks to Margaret also using his money to open a new wing at the hospital."She's sort of searching for something and she's not really sure what," Winter says of Margaret, who finds inspiration in Carrie Duncan, an aviatrix who's attempting a solo flight across the country. "[She's] soaring off into the unknown and courageously attempting this feat on her own, and Margaret's [hoping] to do something meaningful in her own life."Michael Stuhlbarg) in New York. This doesn't sit well with his other buyers, especially Gyp Rosetti (Bobby Cannavale), a Sicilian hothead who takes everything personally. "He's charismatic, overly sensitive, psychotic — all of those fit the bill," Winter says with a laugh. "He's a really fun, violent, crazy character wrapped up in one unbelievably dynamic nemesis for Nucky."Nucky tries to escape his tensions with Margaret and burgeoning war with Rosetti by cozying up to flapper girl actress Billie Kent (Meg Chambers Steedle). But as Nucky's associates quickly point out, she's not a solution, but rather another distraction. "Nucky's sort of got his eye off the ball," Winter says. "He's not really focusing the way he should. A momentary lapse of judgment can lead to major, major problems."Michael Shannon) is now living under an assumed identity in Chicago, where he's selling irons door-to-door. But his bad luck seems to follow him there. And Gillian (Gretchen Mol) is combatting her denial about her son Jimmy's death by running an Atlantic City brothel. "I think she intellectually knows he's not coming back, but unless she has to say it out loud, she will just live in her fantasy world that Jimmy is off somewhere on one of his adventures and any day now he's going to walk in the door," Winter says. "It's very frustrating to the people around her of because she sounds like a lunatic. She can't face it, but if push came to shove, she knows what's going on. And she knows who did it too."Overall, it's a bit of a gloomy start for most of the characters this season. And when we learn in Episode 4 that Carrie Duncan's plane went down near Yosemite, it's hard not to wonder if everyone's best-laid plans might crash and burn this season. "It's sort of a reminder that it's not easy to take chances and very often things don't work out," Winter says. "It's a question of how committed you are to your cause."