Warning: Massive spoilers for Game of Thrones ahead!
As Game of Thrones winds down, many of the long-standing storylines and mysteries are finally being answered. Throughout the series, one of the biggest through-lines for Cersei Lannister has been the presence of an old prophecy that she has allowed to define her life. In her younger days, Cersei visits a fortune teller, Maggy the Frog, who gives her a prophecy that's been the subject of speculation by both characters and fans alike for years. In the show's penultimate episode, the final pieces of the puzzle come into place, and the prophecy is fulfilled. Here's exactly how Cersei's prophecy has come to pass.
Wedding a King
This part is the easiest. Maggy tells Cersei, "You'll never wed the prince, you'll wed the king." Sure enough, Cersei did not marry Rhaegar Targaryen (although maybe things would have been less complicated if she had). Instead, she married Robert Baratheon, who became king after rebelling against the Targaryens to avenge what he believed was the abduction and rape of his fiancee Lyanna Stark.
The Younger Queen
The next part of the prophecy states, "You'll be queen, for a time. Then comes another, younger, more beautiful, to cast you down and take all you hold dear." Cersei watches more than one younger queen come along and take her place, but it's unclear as to who the prophecy technically refers to. It could reference Margaery Tyrell, who marries both of Cersei's sons and is queen twice over (three times, if you count her time as the consort of king claimant Renly Baratheon), "taking" the things Cersei holds most dear: her children and her throne.
Of course, Margaery has been out of the picture for a while, so it's also possible that the prophecy refers to Daenerys. She, too, is younger than Cersei and is admired for her beauty. And it's Dany who ultimately swoops in, landing the definitive and final blow to Cersei's rule and resulting in the deaths of Jaime and Cersei herself.
Three Children, Three Shrouds
Cersei is horrified by the part of the prophecy that talks about her children. While there's a reference in there to how her husband would have 20 children while she would only have three (predicting Robert's many illegitimate children), the more important part is where Cersei learns she will outlive all three of her children. Sure enough, her children all die before even reaching full adulthood. Joffrey is poisoned by Olenna Tyrell at his wedding to Margaery, Myrcella dies of a poisoned kiss from Ellaria Sand to avenge Oberyn Martell, and Tommen jumps to his death after his mother blows up the Sept with his wife Margaery in it and he is powerless to do anything to stop her.
This bit of the prophecy also foreshadowed Cersei's death in these final episodes. After all, the prophecy only talked about three children, and by the time of her death, Cersei was confirmed to be pregnant with a fourth baby. The prophecy made no mention of a fourth child, and, indeed, Cersei dies long before her fourth child (if she's actually pregnant at all) is born.
Although it was left out of the televised version of the prophecy, the valonqar is the most crucial part of the prophecy in the A Song of Ice and Fire novels. Maggy tells 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." Valonqar, in Valryian, means "little brother," and Cersei has always assumed this means Tyrion would bring about her death; that's why she's hated him and treated him so terribly. Fans have suspected, though, that the prophecy actually refers to Jaime, her twin who is younger than her by just a few minutes.
Turns out, those fans were right, though not quite in the way they might have expected. Jaime does not kill Cersei, as many predicted, but he does die with her as the tunnels underneath the Red Keep collapse under the weight of Dany's army's destruction. In their final moments, Cersei is weeping and Jaime holds her — with his hands on her face and neck. It's the rare instance where the reality is less violent than predicted, and it's a fitting ending to Cersei's lifelong obsession with her prophesied death.