This, however, is the first time she has given one to a British newspaper. She came over briefly a decade ago with her mother, Naomi, the other half of Nashville's biggest-selling female vocal duo The Judds, but at 32 she's making her debut appearance in Britain as a solo artist. Given that not a lot of punters have a co-ordinate on her over here, her people pulled off quite a coup by lobbying her on to both last Wednesday's lottery show and this Saturday's Later with Jools Holland.
So, a few co-ordinates. Rug-wise, she's Fergie's doppelganger. Then there's her size. Voices as big and rangy as Wynonna's need quite a support system behind them. And that's what hers has got. When she and her mother moved to Tennessee in 1979 to curry interest in their almost surreally traditional double act, it was the junior half of the duo that provided the vocal beef. Naomi sang the sweet harmonic line just above or below, but Wynonna held the tune (and the guitar).
The Judds auditioned for RCA and were signed up straight off. "The first thing they said was this hadn't been done for 40 years. Country music at the time was getting very slick, the urban cowboy phase had become a really big deal, and the musical business was very frustrated and then here come these two voices. We went to station after station singing live. Nobody did that back then."
For 10 years the Judds recorded and toured in the time-honoured cycle, sensibly taking as few creative risks as possible while the dollars queued up to squeeze into their bank account. An electric guitar made an appearance about four or five albums in: that was about as wild as it got. Although Wynonna says that "I probably would have gotten off the road myself as a woman", they could have gone on forever. But then Naomi went down with hepatitis C and was forced to retire. They gave a farewell concert and it took Wynonna, who immediately plunged into a clinically diagnosed depression, "close to a year to watch the tape. I was feeling survivor's guilt because I was turning right around and going on without her."
The transformation from Judd to Wynonna was not smooth. She has since evolved away from the acoustic style to selecting songs, like the ones that appear on the current hits collection, from a broad palette of soul, rhythm and blues and gospel as well as the more progressive end of country. But there was no grand plan to the new career. "You get in the car and you drive to the publishing houses and they say, `Hi Wynonna, we have no idea where you are but here listen to this song.' And you'd go, `This doesn't fit me right now.' We did this for months. There had to be something that I wanted to sing every stinking day of my life."
Like all experimentalists, she has taken one or two wrong turnings. You can hear in her rather plastic version of "Freebird" that it wasn't her idea to record it. But she also cut "Change the World" long before Eric Clapton. "I wanted it to be a single and nobody saw the vision. Then it won song of the year at the Grammys. I'm better for it, not bitter, but at the time I was troubled because I wasn't feeling heard."
You often hear of Nashville artists who gracelessly perceive their lucrative careers as one long struggle. In Wynonna's case, it's actually true. She spent her childhood criss-crossing America on welfare with her mother and her younger sister Ashley (who is now a film star). She saw the man she much later learnt is not her real father perhaps twice a year. Living in the Appalachian mountains at the age of 10, with "no TV, no telephone, I just started guitar simply out of looking for something to do". Perpetually on the move, the only person she could form a band with was her mother.
Most pop stars at the tail-end of their teens get to escape the parental yoke. Not Wynonna. "When we'd step onstage we were equal, but offstage the roles switched to her being the mother. I don't know how many times I rebelled against it. I'd show up deliberately late to things and a crew of 30 people would be really mad at me, and rightfully so. She would be standing there wanting to give me a whipping but knew that she couldn't in front of everybody, but when we got back to that car or that bus, I got it. My attitude was, `What, are you going to ground me? Are you going to keep me from doing some shows next week?' We were absolutely both right, and it took us a lot of Christian counselling years to figure out that we were both feeling very vulnerable to the success thing."
The extraordinary tale of the Judds has made them tabloid staples. They're always washing their dirty linen on Oprah. Last time Wynonna kicked up a storm by mentioning penis size in a debate about the male obsession with female weight. She stirred up a corporate hornet's nest when she duetted with the very non-country Michael Bolton at the Country Music Awards last year. And caught it most of all in the bible belt for having a baby out of wedlock.
But then she describes how she came to get married in language that's every bit as steeped in the Old Testament as that of those who pilloried her. "We prayed about it," she says, "we visited our elders, and we ended up getting married, not because of society but because of our inner hearts and our convictions. At the wedding ceremony we went before the Lord and confessed of our sins and let them wash away in the lake of forgetfulness. And we speak it no more."
It's with some relief that you discover she has no plans to write. "I wrote one song for the next record. I don't know if it's the greatest song in the world. Nor do I care. I just got in and tried it. Best advice I ever got: don't spend your life on your weaknesses. I have songwriters who go home, write a song because of our conversation, and I go, "You know what? Exactly what I would say"
Wynonna sings on `Later with Jools Holland', tomorrow, 6.10pm, BBC2. `Wynonna:Collection' is out on Curb