And two, we watched Cersei's long-walk through the sea of people. Lena Headey was playing a disgraced Cersei. Lena is famous for her role as Cersei Lannister In HBO's Game of Thrones naked walk of shame proudly! Headey is one of the most popular shows on television, you can afford this type of thing! In the very first episode, I appeared naked, and, from that first press junket onward, I always got the.