Mr. Paltrow was on the phone explaining how he came up with the idea for his film. In The Good Night, a down-on-his luck guy pursues the perfect girl by controlling his dreams and living in them, spending as much time as possible with her in his mind. “Those strong emotions, there was a way to draw this sort of narrative about that,” he said. “But I couldn’t really do [lucid dreaming]. Maybe I’m too unsettled or something. The anticipation of getting it to go your way kind of would wake me up.”

Gary, Mr. Paltrow’s main character, has more success in The Good Night. He’s an aging pop star struggling with life in the lowlight and a nagging, frigid girlfriend (played by an especially homely-looking Ms. Paltrow). Gary decides to escape during his sleep, pursuing a loving, supportive and sexy woman (Penélope Cruz) through lucid dreaming.

Mr. Paltrow chose the charming British actor Martin Freeman (whom you’ve seen battling zombies in Shaun of the Dead or underachieving on the British version of The Office) as his dream chaser.

“I really wrote it for him, very early on in the writing,” Mr. Paltrow said. “He had this kind of Jimmy Stewart quality—there are certain actors, no matter what choices they make, you trust them. … When in doubt, people would sooner go with him rather than leave him behind.”