Cersei Lannister has a complicated history with children. When game of Thrones first started, she had three: Joffrey, Myrcella, and Tommen. All were pbaded off as the legitimate offspring of her husband, King Robert Baratheon, but in fact they were bastards fathered by her twin brother, Jaime Lannister. See? Complicated. Now, she's pregnant with another child. But this one's got plenty of questions surrounding it, too.
Is Cersei really pregnant?
This is a question many have asked, thanks to the fact that Cersei Lannister is a notorious liar. But at this point we've had plenty of references to the pregnancy: It's been announced to a few different characters, and confirmed by former master and current Hand of the Queen Qyburn. So it's fairly safe to say that she's really pregnant.
Who's the father of Cersei's child?
The father, based on the evidence and context, is again Jaime Lannister, Cersei's brother. The first time we heard about the pregnancy was back in season 7, when Jaime was still knocking around King's Landing. At the end of season 8's fourth episode, Cersei tells Euron that the baby is his, but he seems to be the only character that believes that. Since having bastard children with your twin sibling (again!) Is frowned upon, telling people that the baby's father is Euron is Cersei's best option when the time comes – even if she did tell Jaime back in season 7 that they would tell the world was the father.
Has Cersei ever had children with anyone besides Jaime?
Yes, she did have one legitimate Baratheon child. Back in season 1, Cersei explains to Catelyn Stark that the first time she got pregnant, the child was Robert's. However, the black-haired baby died of a fever shortly after it was born. After this, all of Cersei's children were fathered by Jaime.
Is there a prophecy around Cersei that has something to do with pregnancy?
There is, and it has controlled many of Cersei's choices throughout her life. The prophecy was given to her by a woods witch called Maggy the Frog, and it was shown in a flashback at the beginning of season 5. When Cersei asks Maggy how many children she will have with the king, Maggy says that the king will have 20 children – meaning Robert's bastards – but that Cersei will have only three. Maggy finishes this piece of the prophecy by saying, "Gold shall be their crowns and gold their shrouds." The phrase "golden crowns" is a reference to each child's golden hair, thanks to their very Lannister-specific genetic makeup, and "golden shrouds "unfortunately refers to their death shrouds. In other words, Cersei would have to bury all three of her children.
What does Maggy's prophecy mean for Cersei's new pregnancy?
game of Thrones has always had a thorny relationship with prophecy. More often than not, the value of prophecy is what characters make of it, rather than the words themselves. That being said, we've seen that Cersei thinks about the prophecy often, since Maggy told her that to younger, more beautiful, would one day cast her down. It's not hard to imagine that being on her mind now. If the prophecy about her children is true, then do not expect her current pregnancy to come to term. Especially if Daenerys Targaryen has anything to say about it.