Heath talked about his acting with mtv:
http://www.mtv.com/movies/news/articles/1580086/20080122/story.jhtmlLedger himself was in many ways the opposite of the character [Ennis] — by all accounts, he was a man of astonishing intelligence and self-awareness. Nowhere is that more evident than in an interview the actor did with MTV News' John Norris in 2005 to discuss the landmark film.
John Norris: I want to ask you first about the different paths that Ennis and Jack take in sort of dealing with this situation. It strikes me that Ennis is really the tragic figure in this film. Even though Jack pays the ultimate price, at least he has moments in his life where he sort of realizes who he is. Do you agree?
Heath Ledger: That's true. I think that's part of Ennis' problem — that he has no self-realization. I, as the actor playing him, took the time to investigate him and to discover what exactly his battles were. What was preventing him to express and to love? And one of the conclusions I came to was that he's battling himself. Like he's battling his genetic structure, if you will, and all the beliefs, fears and traditions that were passed down from his father, and so on. And that was so deeply embedded and installed in him.
So then I wanted to physicalize it in his walk and into his speech. ... Ennis, he wasn't as self-aware as to ask himself these questions, so he didn't really know what I knew about him. Essentially, as an actor, I had to go in front of the camera and think ... less.
Norris: Certainly when most gay Americans, and probably a lot of straight Americans, hear the word "Wyoming," one of the first things that comes to mind is Matthew Shepard and what happened to Matthew. ... Was the name Matthew Shepard something you guys even talked about in shooting this film?
Ledger: We certainly, um, were aware of it. But we were definitely trying not to mimic or portray any story outside of the short story of Annie Proulx's [on which "Brokeback" was based] and the script that we'd been given. And we certainly didn't want to be making any political statements. We kept ourselves on a fairly strict budget of the information we were given in pre-production and just tried to create something from that.
Norris: Yours, as is everyone's, is an incredible performance. ... When you hear people say ... "Who knew this was in Heath Ledger?," is that flattering? How do you feel about that?
Ledger: I don't know. I just hope I get to continue to do that. I mature as an actor as I mature as a person, and ... I'm hoping to continue to evolve in both areas.