The "life-changing" role gave the star his big Hollywood break after moving on from his wrestling career, and he has since gone on to portray the character in a number of Marvel Cinematic Universe (MCU) movies.
Describing the gruelling process, he said, "It was months of auditions and screen tests, and flying back and forth to L.A., and keeping my fingers crossed. They wouldn't exclude me from the role, but they wanted to audition other people, so I'm just holding on, in the mix. I think I wasn't established as an actor. They still had reservations."
"But when I finally got the role, I had an emotional breakdown. It was life-changing. It was life-altering for me. I had been struggling just to even get auditions. It was like, three years after I'd left wrestling. I left wrestling on top. I took a chance on myself, and really struggled for three years."
"If it had gone a different way, I would have been crushed," he added. "I would have been devastated. But it literally changed my career. It changed my life."
Dave also opened up on his relationship with franchise director James Gunn, who took a chance on the acting newcomer and has been a close pal ever since.
He told Digital Spy, "James treated me great from day one. He was just very open-minded in the way he looked at me. He only looked at me as a performer. When I came in and auditioned for him, I don't think he knew anything about professional wrestling, I don't think he [cared]. I could just see he was very interested in my performance."
"He took a lot of very personal interest in me as an actor which was, at that time, something really new to me because people only hired me because I did professional wrestling and built an audience in that."