In the new issue of Cigar Aficionado, Mark Wahlberg gave a wide-ranging interview about his earliest hits, which of his movies he likes most, his business interests and his faith.

Wahlberg's Instagram shows his visits to church every Sunday, along with him encouraging followers to "stay prayed up." To the magazine, the actor and producer says, "Well look, when I open my eyes I have a lot to be grateful for."

He adds, "So first and foremost I express my gratitude, and then I have a reminder of all the things that I need to do to continue to grow to be a better person, to be a better servant of God, to be a better father, to be a better husband."

Wahlberg admits his first critical hit, the Oscar-nominated 1997 film about the porn business, Boogie Nights, gave him pause. "I came from the whole Marky Mark thing, pulling down my pants, Calvin Klein underwear — I didn't know if this was just the next level of exploiting me and now all of a sudden we have to lose the underwear."

He says, "I was like, 'This could be something great, or this could be absolutely terrible.'"

Wahlberg notes stepping behind the camera as a producer was done "out of necessity."

"I didn't want to sit around waiting for Brad Pitt or Tom Cruise or whoever ... to go and pass on a movie until I could get my hands on it," Mark says, adding he was always proactive to "create my own destiny."

With various entrepreneurial endeavors under his belt, including the Wahlburgers franchise and Flecha Azul tequila, Wahlberg says he still has one big goal left: "Direct. Working with some of the other great talents. Working with the next batch of great talent."

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