If you’re Gillian Anderson and you are coming off an acclaimed role as Margaret Thatcher in “The Crown,” why not cross the Atlantic and take on another political figure next? And apparently, that’s exactly what the actress is set to do, as she is the latest lead to join the upcoming Showtime anthology series, “The First Lady.” According to THR, Anderson is set to play Eleanor Roosevelt in the upcoming political anthology, “The First Lady.” In the first season, Anderson will take on the role of