Here’s a long interview from the Paris Review with Matthew Weiner. Pretty interesting. I liked this answer below, sorry for the long excerpt.
You worked on three seasons of The Sopranos before you went back to your Mad Men pilot. Did that change your conception of your show?
Mad Men would have been some sort of crisp, soapy version of The West Wing if not for The Sopranos. Peggy would have been a climber. All the things that people thought were going to happen would have happened. Even though the pilot itself has a dark, strange quality, I didn’t know that that was what was good about it. I just wanted an excuse to exorcise my demons, to write a story about somebody who’s thirty-five years old, who has everything, and who is miserable.
The important thing, for me, was hearing the way David Chase indulged the subconscious. I learned not to question its communicative power. When you see somebody walking down a dark hallway, you know that they’re scared. We don’t have to explain that it’s scary. Why is this person walking down a dark hallway when he’s on his way to his kids’ school? Because he’s scared about someone telling him something bad about his kids. He’s worried about hearing something that will reflect badly on the way he’s raised his kids, which goes back to his own childhood. All that explanatory stuff, we never even talked about it. And I try not to talk about it here. Why did that happen? Why do you think? You can’t cheat and tell people what’s going on, because then they won’t enjoy it, even if they say they want it that way.
You know how sometimes I give you a note that says, Why don’t you do X? and you say, That’s the thing I wanted to do? That’s what I learned at The Sopranos. That’s the note I try to give to everyone who writes here. Take the risk of doing the extreme thing, the embarrassing thing, the thing that’s in your subconscious. Before The Sopranos, when someone said, Make it deeper, I didn’t know what they meant. Or really, I knew in my gut—but I also knew that it was the one thing that crossed my mind that I wasn’t going to do. To have Peggy come into Don’s office after he’s had the baby and ask for a raise and be rejected, and look at the baby presents, so we know she’s thinking about her own baby that she gave away, and then to have her tell Don, “You have everything and so much of it.” There is something embarrassing about that. A scene that was really just about her getting turned down for a raise became a scene about her whole life. That was the sort of thing I learned from working with David Chase.
Another thing that happened when I began writing on The Sopranos was I noticed that people were always telling me anecdotes. They would throw out a line of dialogue they’d heard somebody say or that someone had said to them—and that was the story. I did not know how important that shit was. There’s an episode where Beansie and Paulie are reminiscing and Tony dismissively says, “‘Remember when’ is the lowest form of conversation.” And it’s devastating. David Chase had witnessed that actual statement. Now I have a ton of stuff like that I’ve saved, things people have said to me that are concise and devastating and sum up some moment in their lives. When I’m talking to some woman on an airplane, and she says, I like being bad and going home and being good, that is very useful.