Gillian Anderson, who plays Eleanor Roosevelt on the Showtime series “The First Lady,” Joanna on “The Great” and Dr. Jean Milburn on “Sex Education,” really vibes with female characters who forge their own paths – and there’s good reason for that: Even when she was a small child, “telling Gillian what she could and couldn’t do” was impossible, she recalls her mother saying. In this episode of “The Envelope,” Anderson dishes on the importance of Roosevelt’s loving relationship with journalist Lorena Hickok, why “Sex Education” initially didn’t click with her, and the long legacy of “The X-Files.”