Tyrion thought he found his purpose when he became the Hand of the Queen. Unfortunately, the queen ended up going mad before she could ever sit on the Iron Throne. The last remaining Lannister is in a tricky position now. He's one of Daenerys's last allies, and his cleverness is such that he may be able to get close enough to her to end her life. He'll no doubt be feeling the weight of all those lost lives on his shoulders, so don't be surprised if he tries to find a way to stop Daenerys before she can do more damage to what's left of the Seven Kingdoms.