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Kristen Wiig lived the classic Hollywood story after coming to town in her early 20s: No experience, no connections, no work.

She wound up in retail for years before figuring out a path to make her way gradually into show business during the next decade.

“You get this idea that you’ve figured out your life, and you go for it, so I moved to L.A. and immediately got scared and partially changed my mind,” said “Saturday Night Live” cast member Wiig, who has her first big-screen starring role in “Bridesmaids,” which she also cowrote and coproduced.

“Thought, ‘What the hell am I doing?’ I had no experience, and this city is filled with people who have experience and who are trying and going out there and auditioning and taking classes and doing plays. And I was like, ‘I took Acting 101. Hi, L.A.! I’m ready to be discovered!’ Which didn’t really happen.”

Wiig, 37, who grew up in Rochester, N.Y., had fantasized as a teenager about landing on “Saturday Night Live,” but she had never done any comedy or acting, other than that basic college course.

After a few years in sales, Wiig discovered the Groundlings, the L.A. improvisational group that has been a training ground for such “SNL” cast members as Will Ferrell, Will Forte, Phil Hartman and Laraine Newman, along with “Bridesmaid” co-stars Maya Rudolph, Melissa McCarthy and Wendi McLendon-Covey, plus Wiig’s co-writer, Annie Mumolo.

Wiig sharpened her skills there and began landing small TV roles before joining “Saturday Night Live” in 2005.

“Bridesmaids” director Paul Feig cast Wiig in her first movie role, a tiny part in 2006’s “Unaccompanied Minors.” A year later, Wiig delivered a scene-stealing role in “Knocked Up,” playing a passive-aggressive TV exec alternately slighting and fawning over star Katherine Heigl’s character.

“Knocked Up” writer-director Judd Apatow did the same for Wiig as he had for Steve Carell, Jason Segel and other supporting players who had impressed him: He asked her if she wanted to write something in which she could star.

In “Knocked Up,” “when we screened the movie, the first sentence out of her mouth would tear down the house. They loved her instantly. My instinct is always to say, ‘What else you got?'” said Apatow, a producer on “Bridesmaids.”

“The fun for me is helping somebody create their film persona. I really like working with people the first time out of the gate. Once we figure it out and they’re 10 movies down the line and they’ve found their groove, it gets more repetitive. And people still make great movies, but it’s really great to try to crack the code of why someone could be a movie star.”

Along with “SNL” impersonations that include financial guru Suze Orman and former Speaker of the House Nancy Pelosi, Wiig has shown that star-power potential in Drew Barrymore’s “Whip It,” Ricky Gervais’ “Ghost Town” and John C. Reilly’s “Walk Hard: The Dewey Cox Story.”

Wiig also was part of the voice cast for last year’s animated hit “How to Train Your Dragon” and follows “Bridesmaids,” opening Friday, with the ensemble comedy “Friends With Kids,” which features “Bridesmaids” co-stars Jon Hamm, Chris O’Dowd and Rudolph, along with Megan Fox and Adam Scott.

Although Wiig has star billing in “Bridesmaids,” she is backed by a strong ensemble, each actor given room to roam as the cast improvised dialogue with Wiig and Mumolo’s screenplay as a blueprint.

Wiig plays Annie, a sweet, funny Milwaukee woman whose life is a shambles and keeps getting worse. Deep in debt after her bake shop goes under, Annie has terrible roommates, a terrible job, a terrible car and a terrible man (“Mad Men” star Hamm) as her sometime sex buddy.

Annie’s life continues to crumble after her best friend (Rudolph) enlists her as maid of honor. Straining to keep it together as bad things pile up, Annie fails miserably as she tries to bring off the perfect wedding while presiding over a group of bridesmaids (McCarthy, McLendon-Covey, Rose Byrne and Ellie Kemper).

“As a writer, you don’t want to have the first 20 minutes of the movie being, now what’s going to happen?” Wiig said. “We didn’t want to set it up too much where it’s just one thing after another, so there are moments where you think it’s getting better, and then it gets worse.

“And then you’re into like the third act, and horrible things are still happening to her, but for some reason, you’re laughing. I think it’s always fun to play that person that is a little put upon or maybe somebody who doesn’t have it all worked out.”