The debut episode of Game of Thrones's eighth and final season elicited a lot emotion from fans (and attracted a record-setting amount of viewers). Between the long-awaited reunions and Jon Snow finding out who his parents really were, season 8's first episode gave audiences a lot to talk about—including the shocking moment when it was revealed that Cersei Lannister slept with Euron Greyjoy. Many viewers were confused about why Cersei wold jump into bed with Euron so soon after she told him he had to earn her. Even Lena Headey, the actress behind the Queen of the Seven Kingdoms, had to be sold on the idea.
While speaking to Entertainment Weekly about her character's new relationship with Euron, Headey admitted, "I kept saying, 'She wouldn't, she wouldn't, that she would keep fighting.' But [showrunners David Benioff and Dan Weiss] obviously know what they're doing and were adamant Cersei would do what she had to do."
While Headey worried that the scene might seem too out of character for Cersei, Pilou Asbæk—the actor who plays Euron—thinks that it could be interesting to show the Queen in a new light.
"We had a lot of discussions," Asbæk told Entertainment Weekly. "Would it be out of character for her to be with Greyjoy for power? We discussed it so much that we almost ended up going, 'Maybe it's too much.' Then we decided to try it out and see if it works. Sometimes you have to show different sides of a character. You have to surprise yourself as an actor but you also have to surprise yourself as a character."
Eventually, Headey saw it as a way to prove where her character stands without her brother/lover, Jaime Lannister. "There's something to play in all of it," Headey said. "Cersei is such the ultimate survivor in all of this. She refuses to fall to her knees. She goes to the place where she doesn't want to go, which makes it more powerful sad because of who she's not with."
Euron clearly has ulterior motives in getting close to Cersei, even telling her he wants to "put a prince in [her] belly." He's power-hungry and will do whatever it takes to succeed, but two can definitely play that game. As far as we know, Cersei is already pregnant with Jaime's baby, although many fans believe she's lying. In the scene with Euron in the season 8 premiere, she's even seen drinking wine (something she declined to do in season 7, after telling Jaime that she was with child). On the other hand, however, some theorize she slept with Euron simply so she can tell people her baby is his, not Jaime's.