He made his debut in Rajiv Rai's "Pyaar Ishq Aur Mohabbat" in 2001 and box office duds like "Deewaanapan", "Dil Hai Tumhaara", "Tehzeeb", "Dil Ka Rishta" followed.
"When you come into the industry, you don't know the place, there are so many people advising you to do this, do that. That time everyone was doing stories with a love triangle, or love rectangle element. That phase started to change slowly but I was very disturbed," Arjun tells PTI.
The actor says he is happy that he did not achieve success for performances which were not upto the mark.
"Initially in my career, I have done films where I have tried to do something different. When you try something, it's an experiment. If it doesn't work, it's called a mistake. If it works, it's a super success.
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"I am glad what was not good acting didn't work. If it had worked, imagine how scary that would've been? I would've got caught up in that (zone)."
"When I worked with Farhan in 'Don', I thought here is a guy with great sensibility. It was refreshing. Even Farah Khan has a different sensibility. Her rhythm is different and as an actor, one has to sense the rhythm of directors and work accordingly."
The 44-year-old believes he has "matured over the years as an actor."
"You get seasoned and understand the craft. The insecurity goes away," he adds.
"It is a commercial film, but not a diluted fantasy gangster drama. We took the rights. No one has done that before (referring to taking rights from Gawli) because they want to dilute it, glamorise the person. That's not my sensibility," he says.
Arjun, who has also produced the film, says it depicts the "real story" of India, one which is seldom shown in commercial movies.
"This is a story of India. When we watch our films (referring to commercial films), everything is beautiful, functional, people wear designer clothes. I've been a part of those films but in the last eight-nine years, I haven't done anything like that. Not because I have anything against them, but I was not getting anything out of it.
Directed by Ashim Ahluwalia, "Daddy" is scheduled to release on September 8.