I find that all great directors, and I would include Ben Affleck and Clint Eastwood in that, they have great confidence. And with great confidence comes great freedom for the actor.
I will definitely start in small venues, as I want to find my feet as a performer; the first shows that Westlife did was ten dates at Wembley, which was just crazy. We didn't have a clue what we were doing because it was so big.