Sandra Oh Sandra Oh

Less than three months away from leaving Grey's Anatomy for good, Sandra Oh is feeling quite punchy on the set of the ABC medical drama. "I don't listen to you anymore," she playfully tells a crew member who comes to collect her from the ambulance bay to start shooting a scene. "Yes, I'm acting out! Can you tell?" A lot of fans have felt the same way ever since it was announced that Oh would leave the hallowed halls of Grey Sloan Memorial last summer.

The cast of Grey's Anatomy says farewell to Sandra Oh

It's natural to feel a sense of loss when any TV character exits a series, but Cristina Yang isn't your garden variety character. Cold, cocky and complex, the highly intelligent Yang has always been stubborn and highly competitive — so much so that there was even a brief moment where Yang and her twisted sister Meredith (Ellen Pompeo) were enemies before they cemented one of the most influential friendships in television history. But Oh also brought heart and humanity to the role that earned her Golden Globe and SAG awards, as well as multiple Emmy nominations.

Even though it's not her character's name in the show title, some fans feel that there's no Grey's Anatomy without Oh, making them all the more nervous for her exit in the upcoming Season 10 finale (Thursday, 9/8c). But what some fans might not know is that Oh almost wasn't cast on Grey's in the first place. Initially, the actress went out for the role of Bailey, now played by Chandra Wilson, but the character "didn't resonate with me," Oh says, explaining that she later learned that the role of the ambitious Cristina Yang was still open. Per executive producer Shonda Rhimes' request, Oh met with Rhimes before the studio audition and practiced her scene a few times for Rhimes, her producing partner Betsy Beers and pilot director Peter Horton, then planned to return later for the actual audition.

Grey's Anatomy: Watch 30 of the best Cristina Yang moments!

"I hadn't auditioned yet and I get a call from my manager," Oh says. "She said, 'You've got to go. Leave the audition. You need to leave.' As it happens in deals, a lot of times you have to sign a deal before you audition. It's very stressful and very, very difficult. They weren't able to close a deal, so they told me to leave." Of course, we all know the story has a happy ending.  "I don't know how many days later, they offered me the part. It was amazing... It was just one of those moments where you play chicken and you don't move or you do and you walk away."

Now, nearly a decade later, Oh, 42, is facing actually saying goodbye to a character that she's given nearly a quarter of her life to. "It's going to be super easy," Oh deadpans, saying that the reality of the situation probably won't hit her until six months after she leaves the show. "It's like leaving a major relationship in your life. It takes a while to process it out."

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With only five episodes left to film when visited the set, the actress was trying to enjoy every minute she had left. "I just feel much more present with it," she told us. "There are some times where you take it for granted that you're going to have another OR scene, but you never know. The days that are just so fun and wonderful, it's like I could do this forever. And then there are certain things where I feel like I have to grow. The feeling is sad and happy and everything in between. I can't even put it into words. But mostly it's about being present and enjoying it and being grateful for every moment."

Thankfully for Oh, she was given the gift of a little more time; her on-screen love interest Kevin McKidd revealed to us that there was initially a discussion about Yang leaving in Episode 22, but that was changed and the cast "got a reprieve from the final blow of her leaving." Instead, the final episodes have served as a love letter to Cristina. After she lost the Harper Avery Award due to a conflict of interest at the hospital, she jumped at the chance to run Dr. Burke's (Isaiah Washington) high-tech hospital in Zurich.

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Though Oh says she has no regrets about her time on the show — "There are certain episodes where I wasn't so crazy about [things], but I guess that's the same thing with life," she says — trying to describe the impact that Grey's Anatomy has had on her gives her pause. "The thing that I feel most fearful about is not being able to act every day," she says. "I love it. I feel that's the risk that you take of having a safe and known entity at least for another chunk of time. It's the ability to come and do your job and everything that goes along with it. It's a certain amount of routine, people that you love, being familiar with the character."

Unaware of Yang's fate when we spoke — in the finale, she's supposed to leave for good, but there's a possible terrorist attack in Seattle that could stand in her way — Oh only had one request in her mind: "I hope I don't die," she said. "That's all I hope."

Will you miss Sandra Oh on Grey's Anatomy? Share your favorite Cristina Yang moments in the comments!

Grey's Anatomy's season finale airs Thursday at 9/8c on ABC. Watch the latest episode here.