Warning: spoilers ahead for Episode 5 of Game of Thrones Season 7, "Eastwatch."
Game of Thrones Season 7 has been pushing the key players to their absolute limits in both the war for the Iron Throne and in preparation for the Great War that is quickly approaching. House Lannister (aside from Tyrion) is still primarily occupied with keeping the Iron Throne. In the aftermath of the giant dragon battle that saw Dany unleashing Drogon and a Dothraki horde on Westeros, it seemed like the end might have actually come for Cersei as a player. Even Jaime (who did not die after the big cliffhanger) was pretty much convinced that the game was over and Dany had won. Then, Cersei dropped a bombshell on Jaime by telling him that she's pregnant.
For any fans who were wondering if Jaime and Cersei hooking up on the regular in Season 7 was going to turn out to be more than just cause for some good old-fashioned Game of Thrones nudity, "Eastwatch" has the answer. Assuming Cersei was telling the truth when she revealed her pregnancy to Jaime, House Lannister now has a future beyond the three squabbling siblings. The result is that Jaime, who had been so close to making the sensible decision of trying to convince Cersei to yield, has once again fallen in line with his sister and her mad schemes. Oh, Jaime. Hasn't it yet occurred to you that the things you do for love of Cersei tend to end very, very badly?
Cersei certainly made sure to sink her claws back into Jaime as deeply as possible. His first big question was logically about who she would say was the father, given that she's currently a widow. She revealed that she was just going to embrace the incest publicly and acknowledge Jaime as the father of the child. Just as the Targaryens did for generations, Cersei intends to build a dynasty based on open incest, and Jaime is almost certainly going to do whatever she asks of him, which could be very bad news for... well, everybody else in the Seven Kingdoms.
Despite his status as the wild card way back in Season 1, Jaime has spent the last couple of seasons settling into a character with loyalties to a number of different parties, including Brienne and even Tyrion. A pregnant Cersei who is willing to acknowledge Jaime as the father could very well sweep all those other loyalties aside. Of course, there's no guarantee at this point that Cersei is indeed pregnant. Just before dropping the bombshell on Jaime, she was meeting privately with the disgraced former maester Qyburn, who has proven to have unnatural abilities, what with the resurrection of the Mountain and all. Qyburn may have ways to give Cersei all the symptoms of a pregnancy without her actually becoming pregnant.
Cersei knows that Jaime would never turn on her if she's pregnant with his child; faking a pregnancy to keep him on her side is perfectly within her wheelhouse. Obviously Jaime would notice if a baby isn't born in nine months, but she could certainly claim a miscarriage, which could motivate Jaime to seek revenge on whoever might have caused her so much stress as to miscarry or even ask Cersei if they could try for another pregnancy. Cersei is still young enough that pregnancy defies belief; whether or not the pregnancy is real remains to be seen. It's impact on Jaime will undoubtedly be very real.