The actress thanked her "amazing parents," providing an anecdote in particular about her dad and his influence on her career choice, reports People magazine.
"It's been a very special year, and it's overwhelming," Coolidge, 61, said while accepting the honour, which she won over fellow nominees Elizabeth Debicki ('The Crown'), Julia Garner ('Ozark'), Laura Linney ('Ozarka') and Zendaya ('Euphoria').
Relating a memory in which her father had her unexpectedly released from class in first grade under the pretence she needed to leave for illness, Coolidge explained that her dad had told a lie for a specific purpose.
"I got in the car with my dad," she said, quoted by People. "He said, 'I'm never going to tell a lie again, but we're going somewhere really cool.' And he drove me to the Charlie Chaplin Film Festival."
Coolidge credited that festival as the catalyst for falling in love with Hollywood. "It's my love of film, it's my love of actors," she said. "All of that came from my first grade."
As per 'People', Coolidge also shouted out her date, fellow actor Tim Bagley. "You're a wonderful date tonight," she said. "I can't wait until we get home."
For 'The White Lotus' season 2, Coolidge stepped back into the role of fan-favourite character Tanya McQuoid. The actress - who also won her first prime time Emmy for the role in September and took home a Golden Globe last month - almost passed on the job entirely because she didn't feel like she was in "fighting shape" after gaining weight during the COVID-19 pandemic quarantine.