Turning the pages of Ponny The Penguin, she points to the black and white illustration that inspired a lifelong ambition to see the Northern Lights.

Born in India and raised in the steamy heat of Malaysia, Joanna's childhood experience of snow was limited to fairy stories. "We never even needed to wear cardigans, so the idea of cold, snow and ice was alien," she says. "I couldn't think what it would be like. The Northern Lights hung in my mind as something I thought I would never see and yet, as I got older, longed to see with all my heart."

Having mentioned it on her wish list in her appearance on Desert Island Discs, the result is an Arctic odyssey by train, light aircraft, ferry, dog sled and snowmobile across Norway's spectacularly rugged winter landscape.

Joanna is charmed by the Norwegian people and their tales of life in the far north and their experiences of the Aurora Borealis. She visits the remote fishing town of Å, spends a night inside an igloo hotel and meets the reindeer herdsmen of the Sami, Europe's last indigenous people, where she receives a snowmobile riding lesson from a four-year-old boy.

"I loved meeting the Norwegian people," says Joanna. "They were so courteous, such good fun and so kind, and they had a Viking way of staring right into your eyes. I think there's a real pioneer spirit running through the country – they have to be able to ski and skate from a very early age just to get about; they're tough little children. From the age of six they start learning English and by the time they're 11 they speak three languages.

"There were only five of us – camera, sound, director, producer and me – in masses of clothing, lumping 35 pieces of equipment everywhere, which was very good for your waistline. Filming in –26C, the cold was so intense it took your breath away."

Norway's greatest glory comes not from Earth but from space, where particles, carried on solar winds, are attracted by the magnetic poles. As these particles hit the top of the atmosphere, their energy is converted into the most astonishing light show – the Aurora Borealis. But, living up to their nickname The Tricky Lady, the Northern Lights remained elusive almost to the last. Hope of an early sighting was thwarted by cloud cover and weather that wasn't quite cold enough.

"It was almost our last night and we were getting a little bit tense when this extraordinary man, Kjetil Skogli – an Aurora expert – came to assist us. He told us he had a feeling that if we went to a particular fjord we might have a good chance. So we drove like mad to set up the equipment.

"We stood on the foreshore shivering. The moon was bright, the wind was quite hard and the stars were very bright, the water was glittering. Then just above one of the hills was this extraordinary bloom, like a kind of algae, just growing, like a weird fence or curtains or snakes. It began to throb and pulsate into a very vivid green and then it began to split up and change. It was just mind-blowing, it was like nothing I'd ever seen.

"It's not earthly light, these are solar atoms hurtling past and getting sucked in by the magnetic force of the world, you have to slow the camera right down to get enough of this extraordinary light in. I had to stand as still as a rock, with the wind blowing and buffeting, so that they could film and then show it in real time. I think it may well be the best film the world has ever got of the Lights, they are phenomenally hard to capture."

Joanna Lumley in the land of the northern lights, Sunday, BBC1, 9pm.