Cersei Lannister has known her dismal future since she was a child, all thanks to a prophecy from Maggy the Frog. In season five's premiere we see this in a flashback, and lil' Cersei is told she won't marry the prince, but the king instead. That king turns out to be Robert Baratheon. Maggy also correctly predicts that Cersei that she'll have three children, but they will all die. The final part of the prophecy made in the show is that Cersei will be replaced as queen by a younger more beautiful queen, and Cersei clearly believes this means Daenerys.
However, there's one part of this prophecy that didn't make it into the show. Maggy the Frog tells Cersei that after all her suffering, she will be strangled to death by the valonqar, which in Valyrian translates to "little brother." Cersei has hated Tyrion from the day he was born, so it's no surprise that she assumes the prophecy refers to him. The hatred is mutual — Tyrion confesses in season seven that he's thought about killing Cersei more times than he can count.
But Tyrion isn't Cersei's only younger brother. And after season seven, he isn't the only brother whose relationship with Cersei has completely deteriorated. Many fans are convinced that in the end, Jaime Lannister will be the one to kill his sister and lover, fulfiling the prophecy in a way Cersei never could have seen coming. Will he storm into King's Landing after Cersei has descended into true madness and repeat history by slaying a ruler bent on destroying her own people?