The actress was supposed to make her debut as the Doctor's (Matt Smith) new assistant in this year's special Christmas episode, but surprised fans when she appeared in 'Asylum of the Daleks' as Oswin Oswald earlier this year.
The twist, which saw Oswin converted into a Dalek who seemingly died at the end of the episode, confused viewers since Coleman's companion character is called Clara.
"It's interesting actually that that was never the initial plan either, to have me be Oswin. That was part of a genius plan that Steven [Moffat] came up with halfway through the audition process," Coleman told Entertainment Weekly.
"That was already written but not written for what was to be the new companion. I was auditioning for the companion and then I got all these sides and I was like, 'Who's Oswin?', not realising that it's basically Steven's mad genius again."
Asked if the twist will be addressed in the Christmas episode 'The Snowmen', she continued: "No. We're going to have what has been referred to as a 'soft mystery'.
"For me, filming, I've been totally oblivious to Oswin and the 'Asylum of the Daleks'. I really have had to erase it from my memory. Yeah, Christmas is its own episode.
"It's so difficult [to talk about it]. Because of the way it started with Oswin, it's really difficult to say much - where [Clara's] from, what period she's from, what planet she's from, even."
She added that there are "some absolutely stunning, beautiful, very magical" moments in the Christmas episode.
Watch a trailer for 'The Snowmen' below: