-She first revealed that in season 7, she filmed a miscarriage scene for Cersei that got cut. The writers decided to go a different route for the pregnancy storyline.
The miscarriage scene would’ve been epic 😢 pic.twitter.com/gSZxUiukIa— ꧁♡ ᴋᴡᴇᴇɴ ʟᴇɴᴀ .꧂ (@bb_cersei) June 15, 2019
-She REALLY wanted Arya to kill Cersei either by using Tyrion or Jaime's face.
-She was “really sad” that Cersei didn’t have more scenes and she was so alone and didn’t get to do more scenes with the other actors.
-She really wanted to have a last scene with Tyrion before she died. She said inside her Cersei loves Tyrion “so much” and admire his intelligence and wit. That is why she could not kill him when she had the chance twice and she was sad she didn’t get to play those feelings out with him in a last scene.
-She loved that Jaime and Cersei died together and that their bond was so strong (but Jaime was a "bastard" who didn't have to sleep with Brienne) and thought the death was sad and made sense.
-She says that Cersei realized her true feelings about Jaime at the end after losing everything and truly did love Jaime when they died.
-If she could play another character she would play Arya.
-She was crying a lot when filming her last scene with Nikolaj and he was like “what is wrong with you?” but then he started crying too.
-She didn’t mind Bran on the throne, “he seems pretty chill”, she wanted Arya on it but said she deserved her “holiday”.
-Her favorite character she has played is Cersei because she played her for so long and she loved her as the “broken survivor” she was.
there has never lived a bigger arya stan than lena headey. pic.twitter.com/GNwHq2nvkm— elena met lena h. ♔ | watch the flood! (@gameoflena) June 15, 2019
lena talking about filming her last scene with nikolaj. pic.twitter.com/OD7gcUt7IJ— kaz. (@galensdeathstar) June 15, 2019
“I love that she ended up with Jaime. I think that was very fitting that they never really separated. He didn’t have to sleep with Brienne, you know what I’m saying? Bastard.”— ꧁♡ ᴋᴡᴇᴇɴ ʟᴇɴᴀ .꧂ (@bb_cersei) June 16, 2019
same Lena! SAME !!! pic.twitter.com/dJ9g2QaCNL
Are you happy with Bran on the Throne?— ꧁♡ ᴋᴡᴇᴇɴ ʟᴇɴᴀ .꧂ (@bb_cersei) June 15, 2019
“Arya would’ve been great but she went on Holiday” 🤣🤣🤣😂
Lena Headey obsessing over Arya ! love it 😍😍😍 pic.twitter.com/tlcsi4uxwZ
In another interview she said that while she had her gripes with how D&D did some things, she thinks there's no way they could have pleased everyone. If she got drunk with them though, she would ask for Cersei to have gotten a better death.
The Queen have spoken !!— ꧁♡ ᴋᴡᴇᴇɴ ʟᴇɴᴀ .꧂ (@bb_cersei) June 16, 2019
I Love her sm 💕💕💕 pic.twitter.com/0BFNdR8bI4