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Warning: major spoilers ahead for the latest episode of Game of Thrones, called "Eastwatch." Feel free to check out some of our other articles if you haven't caught the episode just yet.
Game of Thrones is notorious nowadays for killing off its major characters, and the odds are quite good that more big deaths are on the way. There's a civil war still being fought and a Great War looming, so there's still plenty of death to go around. The odds have always been good that at least one more of the Lannisters is going to die by the end. "Eastwatch" may have just revealed how Cersei Lannister is going to die, and it all ties back to the one and the only Maggy the Frog.
Maggy the Frog made her Game of Thrones debut back in Season 5 via flashback. Cersei was thinking back to the time when she was a girl and she visited a fortune teller who would reveal her future. Maggy's three prophecies all came true: as she said, Cersei would marry a king and become queen, be replaced by a younger queen, and bear three children who would die while she still lived. Maggy was quite specific in all of her prophecies, and she quite clearly said that Cersei would have three. Well, Cersei already gave birth to Joffrey, Myrcella, and Tommen, and they all already died. Her reveal in "Eastwatch" that she's pregnant will likely lead to her death.
There are actually a few ways that Cersei's death could be a result of her reveal to Jaime that she's pregnant. The most straightforward way is that Cersei dies in childbirth, which also ends in the death of her child. If mother and baby both died at the same time, Maggy's prophecy would stand, and there is precedent in the Lannister line. Cersei's mother died giving birth to Tyrion, and it's possible that even Qyburn's dark sciences won't be able to save Cersei from pregnancy complications. She's not as young as she was for her first three kids, and it would be an unexpected twist if the woman who has so many enemies is ultimately killed by natural causes.
A Song of Ice and Fire readers know well that Maggy the Frog had more to say in the books than she did in Cersei's flashbacks on the show. In A Feast for Crows, Maggy went on to tell Cersei that after her children were all dead, the "valonqar" would "wrap his hands about your pale white throat and choke the life from you." Given that "valonqar" is Valyrian for "little brother," readers have long assumed that Cersei's death would ultimately come at the hands of either Tyrion or Jaime. The flashback scene in the show cut off right where this line of Maggy's would have fit, so the show hasn't ruled out the valonqar prophecy. The show could very will still reveal that Maggy predicted Cersei's death via little brother, and that could be a pretty big deal.
Prophecies in Game of Thrones and A Song of Ice and Fire are never straightforward, and so Maggy's words about Cersei being choked don't necessarily mean that Cersei will literally be strangled in the books. Assuming it applies in the show as well as in the books, the prophecy could simply point to Cersei's death being caused by a younger brother. If Cersei does die giving birth to Jaime's child, the prophecy would be fulfilled in a very unexpected way. Jaime may not have choked her or attacked her or assassinated her, but his actions would have led to her death all the same. She is as responsible for her pregnancy as Jaime is, but Jaime's role as father may be what results in her death.
That said, we technically can't say for sure if Cersei is indeed pregnant. She certainly claimed she's pregnant to Jaime, and she promised that she would acknowledge him as the child's father. It's entirely possible that Cersei and Qyburn have conspired to fake a pregnancy in order to keep Jaime entirely loyal to Cersei. He had his doubts about her cause after seeing his army roasted alive by Drogon and cut to pieces by the Dothraki, but he was clearly all in on Cersei's determination to keep the Iron Throne after she said that she was pregnant. Cersei has crossed plenty of lines before, and she's been pushed to her limit now that Dany is in Westeros. What lines wouldn't she cross to keep the Iron Throne?
Obviously Cersei can't die in childbirth and indirectly fulfill any valonqar prophecy if she's not pregnant, but such a prophecy could be fulfilled in a much more direct way if she's faking the pregnancy and Jaime finds out. Lannisters aren't exactly known for keeping cool heads, and Jaime could snap if he were to find out that Cersei claimed to be pregnant with his child in order to manipulate him. He wouldn't even be the only son of Tywin Lannister to kill the woman he loved in the heat of the moment. Under normal circumstances, Jaime would never kill his beloved sister. Under circumstances in which his beloved sister lied when she promised him a child that he could actually acknowledge as a father rather than an uncle... well, his restraint could finally break. The valonqar prophecy would be fulfilled, and the self-destructive relationship between the Lannister twins would have finally self-destructed.
Then again, perhaps Jaime will be Team Cersei until the end and Tyrion will prove the be the valonqar. Who knows? Maybe the valonqar prophecy will never come into play. The show could have left it out of the flashback back in Season 5 because Cersei's story will go in an entirely different direction than death courtesy of one of her brothers. At this point, we can't even say for sure if she will die in the series. Perhaps Cersei will survive them all.