“It’s scary because Daniel really wants you to make mistakes,” Julianne Nicholson said over the phone recently. Ms. Nicholson stars in “Heartless,” a new Sam Shepard play now in previews at Signature Center (opening Aug. 27), and she recalled an early rehearsal in which Mr. Aukin’s words of encouragement in the face of a difficult challenge were: “That’s O.K. I want you to do it badly.”