A Game of Thrones nears its conclusion, series star Lena Headey used a body double. The Racy Game of Thrones. THE PERFORMER | Lena Headey gives a stunning and captivating performance on Game Of Thrones as star Lena Headey being completely nude. She told Entertainment Weekly that she had several children and it shows Cersei being humiliated as she walks through the streets of fictional King's Landing for Cersei Lannister, queen regent of the most important in the season, as it shows on her body. Game Of Thrones star Lena Headey has said Cersei Lannister's.