Melissa McCarthy's Emotional Interview: Finding Love, Coping with Critics and Becoming a Star - Her Way

People Exclusive

By Kate Coyne

06/25/2014 at 08:00 AM EDT

Melissa McCarthy has always cried easily – but never as much as she did as a young, struggling actress.

"In my 20s I used to cry about why I wasn't thinner or prettier, but I want to add that I also used to cry about things like: 'I wish my hair would grow faster. I wish I had different shoes ...,' " she recalls in PEOPLE's new cover story. "I was an idiot ... It's a decade of tears."

In a candid interview, the actress, 43, opens up about how her supportive family, the true love of her husband Ben Falcone and her hard-won Hollywood successes gave her the self-confidence to become a superstar. Falcone directs her for the first time in the new comedy Tammy (in theaters July 2), which the couple co-wrote.

"I'll do almost anything for a laugh," McCarthy says of her bold characters. "I'm completely delighted by people who think, 'I don't care what anybody else thinks, I look great in this, and I rock it and I love it.' It's such a delightful sort of confidence."

But she's not impervious to the nasty comments – about everything from her acting abilities to her size – that have come with her increasing fame.

"I've never felt like I needed to change," she says. "I've always thought, 'If you want somebody different, pick somebody else.' But sure, criticism can sometimes still get to me. Some things are so malicious, they knock the wind out of you."

A recent reference to her as "America's plus-size sweetheart" in an article did not go unnoticed. "It's like I'm managing to achieve all this success in spite of my affliction ... Would you ever put that in the headline for a male star?"

She's careful to make sure her daughters, Vivian, 7, and Georgie, 4, grow up valuing love and laughter more than looks – and it seems to be working as the little girls are already coming up with their own comedy sketches. And her continued success both in film and television is not lost on the star.

"Ben and I will have moments where we look at each other and go, 'This is not bad at all,' " she says. "I feel like I got hit with a lucky stick."

For more from McCarthy, pick up the latest issue of PEOPLE, on newsstands Friday