Maggy the Frog says that Cersei will marry the king, not the prince; that another younger, more attractive queen will take all that is dear to Cersei; and that Cersei will bear three children, all of whom will die - "gold will be their crowns, gold their shrouds".
Before she dropped the news, Jaime seemed to be straying somewhat.
Is Cersei lying about being pregnant? (It's interesting that Game of Thrones has made a twisted maternal nature so central to Cersei, a queen who may be using a pretend-pregnancy to her advantage, and to Daenerys, a queen who considers massive fire-breathing monsters to be her children.) Quite simply, Cersei is too calculating to let her affair with Jaime become public knowledge. We know that they were still sleeping together and he was essentially still doing all her bitch work with fetching gold and finishing off Olenna etc., etc. Just before he walks in, we hear Qyburn distantly offering, "I could give you something", and Cersei's reply, "That won't be necessary".
Cersei has good reason to lie about being pregnant. Way back in season three, Olenna Tyrell expressed her doubts about Cersei's ability to produce an heir when Tywin proposed a marriage between Cersei and Loras. But she knows that if she says they have another baby on the way - especially when they've lost all of their other children - Jaime wouldn't have the heart to go against her.
The creators of the show left an important part of the prophecy out of the scene, presumably so as not to spoil Cersei's death. "Gold will be their crowns, gold their shrouds".
Grand Maesters are renowned for being incredibly wise when it comes to history, science and medicine, but it was somewhat ironic then that Glover had a fairly candid opinion about how Cersei's baby was conceived. She and Jaime just recently rekindled their between-the-sheets relations, and yes, that technically could have resulted in a pregnancy. But many fans have theorized that it is in fact Jaime, born seconds after Cersei, that will kill his twin.
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Game of Thrones fans were given a big surprise this past week when Queen Cersei revealed to brother/lover Jaime that she was pregnant with another one of his children. One of Cersei's only redeeming features is that she loves her kids, so we can hope that whatever happens to this one, it will at least have the scariest lady on its side. Basically, she wants to be nothing like Cersei.
And when your tears have drowned you, the valonqar shall wrap his hands about your pale white throat and choke the life from you.
Throughout the show, Cersei has consistently misinterpreted the prophecy and in trying to escape her fate has accidentally fulfilled it. What if, instead of literally being choked by Jaime, Cersei miscarries her fourth child and dies from the complications?
The Daenerys that freed the slaves could never kill a child, but that Daenerys isn't always around. That would mean her younger brother is still responsible for her death because he impregnated her.
"Tyrion Lannister will continue to travel, to plot, and to play the game of thrones, finally removing his nephew Joffrey in disgust at the boy king's brutality".