Stannis Baratheon might have been a major contender for the Iron Throne, but Stephen Dillane (the actor playing him) had no idea what was going on in Westeros. So, much like his character, Dillane was forced to rely on his second-in-command to explain things.
In an interview with The London Times, Dillane reflected on his time as Stannis Baratheon on Game of Thrones, indicating he wasn't happy with his performance on the series. This is a pretty major thing, as Stannis was a vital part of the show for years, first appearing in season two and becoming a key player in the game of thrones until his death at the end of season five.
Dillane said that since actors are usually the last to know what's happening on a show (and he presumably hadn't read George R.R. Martin's A Song of Ice and Fire), he was largely in the dark about what the hell was happening. He added that he leaned heavily on Liam Cunningham, who played Ser Davos Seaworth, to provide some context, but even that wasn't enough to help him grasp the world of Westeros.
I've flicked it on [since leaving] to see if I could figure out what was going on, but I couldn't. Liam Cunningham is so passionate about the show. He invests in it in a way I think is quite moving, but it wasn't my experience. I was entirely dependent on Liam to tell me what the scenes were about - I didn't know what I was doing until we'd finished filming and it was too late. The damage had been done. I thought no one would believe in me and I was rather disheartened by the end. I felt I'd built the castle on non-existent foundations.
The actor, who currently stars on Sky Atlantic's The Tunnel, also said there's one benefit to his time at Dragonstone: The financial security he got from playing Stannis allowed him to be more selective with roles afterward, adding, "Game of Thrones pays for all this looking around and waiting." It might be sad that Dillane couldn't quite get a handle on the character or the world he lived in, but I have to admit that him flying by the seat of his pants, earnest yet reckless, with his only grounding source being Ser Davos, sounds so much like Stannis. Maybe he understood the character better than any of us ever could.