The actor, 56, will be seen on-screen in the new series of Doctor Who this Saturday, having spent seven months making the sci-fi show.
But he told Radio Times: “I don’t know if it’s quite fallen into place yet. I think it’s a mistake to get it to click, to get into a groove.
“I’ve tried to avoid finding a way to do it and then just repeating that.”
Peter added: “I’m trying all the time to see what works and what doesn’t work, though I’m trying to bring back some of the Doctor’s mystery and strangeness, which is hard to do given that the show is 50 years old.”
He has previously said he thought that his age ruled him out of the role and added: “I think I’m a more grown-up Doctor, but he’s still mirthful. He is serious when he needs to be but he’s still quite comic.”
The Thick Of It star said that stepping out of the Tardis, on his first day filming the BBC One show, made him anxious but also rekindled childhood memories.
“I’d never been in the police box before, apart from the wardrobe at home when I was a kid pretending it was a police box,” he said.
“I was shocked to find that it was just like a wardrobe, like something your dad had made. And there was a prop bloke and a smoke machine. When I had to step out of it, it was quite nerve-racking, but delightful as well.”
Peter has previously revealed he has been supported by his immediate predecessors in the role, Matt Smith and David Tennant.
Asked what advice they gave him, he told the magazine: “Sometimes you’re in the middle of a big production that has a lot of BBC politics and administration at work and it’s a big commercial vehicle.
“But you’re an actor and sometimes have to compare notes to see how the others might have felt about the things I am going through or am being asked to do. It’s good to be able to chat to people who have been in the same situation.”
He added: “It’s nice to talk to people who know what it’s like to get back to your flat at 7.30 at night and still have five pages of dialogue to learn for the next day and the hours are ticking away, and you’ve still got to get some sleep. It’s good to have something to do with people who you have seen triumph in that situation.”
He told how he kept his casting secret, after auditioning at showrunner Steven Moffat’s house.
Peter discovered that he had landed the role after calling his agent on a break while filming BBC One drama The Musketeers in Prague.
“She said, ‘Hello Doctor,’ and that was great. But I couldn’t tell anyone. I was dressed as Cardinal Richelieu and I couldn’t say a word to anyone on the set, so I just had to go off into a corner,” Capaldi told Radio Times.
“I wandered around Prague singing the Doctor Who theme to myself with a great beard, which I had to shave off for the presentation of myself as Doctor Who.
“I had to explain why I’d shaved off the beard so I told them I was doing a pilot for a new show with Armando Iannucci.”
He added: “I never thought I would be in the frame for it because the Doctors were getting younger and younger”.
Of his unveiling on live TV, he said: “There was a lot of cloak-and-dagger stuff on the way to the studio… so I was taken to a car park, dropped off by one car and put in another car with a blanket over my head. For all I knew, because I couldn’t see or hear anything, there might have been no-one there and it could all have been a load of baloney.”
Peter, who as a child was a huge fan of Doctor Who but “checked out” when he was 17, confirmed that there would be no romance between his character and assistant Clara, played by Jenna-Louise Coleman, who is reported to be leaving the show.
“It’s not a romantic relationship. Clara has to keep him in line, he’s not good at getting human beings. That includes her. At first she doesn’t know him. He has completely changed and she struggles. But he has a deep affection for her and wants to make sure she’s looked after,” he said.
Robin Hood features in one of the episodes in the new series, which is set everywhere from Sherwood Forest and 19th century London to the Moon.
Peter added: “Doctor Who is a very intense working experience because, like most things at the BBC, there’s not quite enough money and money is time and there’s really not quite enough time to do it, so you are always on the hoof, pedalling as fast as you can.”