Growing up in Nigeria, Dayo Okeniyi dreamed of coming to America. His parents had met and studied in the States. His oldest sister was born in Texas while their parents were attending graduate school and Okeniyi would flip through his folks' old photo albums to see the life he wanted.

"America was really the land of milk and honey," Okeniyi, who will celebrate his first year as an American citizen this month, told Headlines & Global News in an exclusive interview.

His sister's American citizenship gave her siblings a foothold in the country and in the summer of 2003, Okeniyi arrived in Atlanta then moved to Indiana in the fall to complete his final two years of high school. He went to Anderson College, the same school his parents attended, and studied visual communications and advertising, but in his senior year, he rediscovered his passion for acting and informed his parents he was headed to Hollywood after graduation.

"I wrote my parents a long email saying that after college, I'm not coming back home to Nigeria. I'm going to L.A. and to my surprise, they did not freak out. They were like, 'Okay, but you only have a year and then after a year you have to come back and sleep on the couch and try to find a real job,'" he said.

The 27-year-old actor accepted their terms and within a year, he booked a part in a little movie called, "The Hunger Games."

"That never happens," he acknowledged. His role as District 11 tribute, Thresh, was his first big screen credit.

Okeniyi continues his young, successful career starring opposite powerhouse performers Jennifer Lopez and Ray Liotta in the new NBC drama, "Shades of Blue." He plays rookie detective, Michael Loman, whose wide-eyed perspective about how law enforcement should operate are tested during his first day on the job.

"He's a street kid, but he's someone who has these great ideals as to what it means to be a police officer and to wear that badge. You are held to a higher standard," he said, but unfortunately for his character, he gets "his ass kicked very quickly."

That was evident in the show's first trailer when he accidently shoots and kills a suspect whose video game controller he mistook for a gun. His partner, Harlee Santos (Lopez), covers it up when she finds an actual gun among the suspect's possessions and stages a shooting between him and Loman, making it look authentic by shooting Loman in the chest, which is protected by his bullet-proof vest.

The idea of being shot by a superstar like Lopez may seem surreal, but the actors had run the scene so many times before filming that Okeniyi said it didn't feel like a scene anymore. That surreal feeling came when he saw it for the first time watching the trailer and then started getting calls from friends and family asking, "Dude, Jennifer Lopez shot you?"

"When that trailer dropped, we were shooting episode 13 and so much had happened. Characters had radically changed. Some characters had gone and crossed the Rubicon. I'd almost forgotten that scene," Okeniyi said. "So to see it again that's what was surreal. Watching and thinking, 'Oh my God! I'm in a show with Henry Hill (Liotta's iconic role in "Goodfellas") and Jennifer Lopez. The gravity of the situation starts to hit you like, 'This is crazy.'"

Working alongside big-named stars doesn't shock Okeniyi as much as realizing that they're as human as everyone else. While sitting at the table read for "Terminator Genisys," he watched his fellow cast members try to hide their excitement when Arnold Schwarzenegger uttered his famous line, "I'll be back." Even the nonstop Lopez surprised him.

"When you're working with Jennifer and she's like, 'Oh my gosh, I'm so tired.' You're like, 'What? You get tired?' Those little things," he said.

Coming off "Terminator Genisys," Okeniyi had no real interest in television because of his good fortune in features. He also wasn't sure Paramount would let him out of his contract to work on "Shades of Blue" due to timing. It worked out, fortunately, because once the actor saw who his co-stars would be and that the project came from Oscar-winning director, Barry Levinson, he knew he had to work on this show.

"It just felt like a no brainer," he remembered thinking after he read the script. "The subject matter was very relevant. A lot of the show deals with stuff you see today in the media. It really gets to the minutia of what happens behind-the-scenes, on some of cases, not all, but how the police have a way of over-protecting their own and putting up this blue cape... At what point do you do what's right versus protecting those you love?"

This conflict is central to most of the characters on the show and Loman struggles mightily with his own morality over the course of the season. He starts to question the job and if the limits of his morality must change given the different circumstances he faces.

"He could really hold on to what he believes in or he could go deep down the rabbit hole and his morality could stretch out a little bit. He could become very dark. So we go on that journey with him," Okeniyi explained. "He's kind of the eyes of the audience."

The transition from movies to acting as a series regular on a TV show presented several challenges to Okeniyi. He admitted it was the hardest he had ever worked in his life, filming over a six-month period from August to November last year. He also had to adjust the mindset of developing a character that could contradict himself over 13 episodes as opposed to a character in a two-hour movie.

"One thing about movies, you have to plot from beginning to end and usually a person can't contradict himself because they're on a specific journey. So that thing that they want can't change. It has to be the same motivation the whole way through. But the thing about television, motivations change all the time," he said.

An actor and his audience also share a much more intimate relationship when starring in a television show because they are in millions of people's homes every week. It's a notion that terrified Okeniyi, who was even afraid to watch the first episode among friends at his agency.

"It's weird. I just love acting. I love physically doing it. I love being on set. I love the collaborative effort," he said before letting out a big sigh, "But when you have to go share it with people... just kill me."

Okeniyi realizes being on a TV show may make him more recognizable to people, but he's seen first-hand how well Lopez and Liotta handle their celebrity. Using social media, fans would flock to the on-location sets and the stars would go out of their way to sign autographs and snap photos with those in the crowd.

"My first day on the job, I'm shooting with Jennifer in the Bronx. It's a walk and talk and we have to walk from this bodega to an apartment building. It was impossible! You can't roll for five minutes without somebody yelling, 'Hey, mami! I love you, J. Lo!'" Okeniyi said. "The cool thing about both Jennifer and Ray is that they've been doing this for such a long time and they're such class acts when it comes to that kind of stuff. Even though we'd work the longest 16-hour days, they would still wait around to sign autographs and take pictures. They're incredible people."

Okeniyi knew he would appear in all 13 episodes of the first season, but if the show gets picked up for a second season, he's excited to work without always knowing the fate of his character from week to week.

"It's entertaining when you're on a rough and tumble drama, not to know who's going to go next. The guys on 'Walking Dead' or 'Game of Thrones,' they don't know if this next hour of television is going to be their last on the show," he said. "There's something good about that because in real life, we don't know what the next day's going to be so you just let all that stuff inform what you're doing on screen. You're living the life of a person. You don't want to plan too far ahead. You just want to take it an episode at a time, a day at a time."

"Shades of Blue" premieres tonight, Jan. 7 at 10 p.m. on NBC.