Lena Headey called her "Game of Thrones" co-stars Richard Madden and Michelle Fairley following the airing of The Red Wedding on the HBO show, and she shared what they told her during her visit to "Conan" on Tuesday night.
"I rang Richard, who plays Robb, straight after, and he said he hasn't watched 'cause he's so upset to be leaving," Lena told host Conan O'Brien, who is also a "GOT" fan.
"And then, I spoke to Michelle Fairley [who plays Catelyn], who said, weirdly, she was in the doctors with a throat infection," Lena said.
"Kind of mimicking life and art," she added.
While Cersei is still alive on the show, Lena said something she told "A Song of Ice and Fire" author George R.R. Martin has got her worried about the current Queen Regent's future.
"I admitted while sitting next to George that I hadn't read the books and now I fear for my life," she laughed.
With her naturally dark locks, Lena has said she doesn't often get people recognizing her for her "GOT" role, as the blond Cersei Lannister. But, when they do, it's often in comments that come without a filter.
"I mean, I guess it's a compliment when you're buying a table and someone's like, 'You're that... b***h off of ['Game of Thrones']'," she said.
"Or people say they love her and I kind of worry more for them," she laughed.
"Game of Thrones" concludes its Season 3 run on Sunday night at 9 PM on HBO.
Copyright 2013 by NBC Universal, Inc. All rights reserved. This material may not be published, broadcast, rewritten or redistributed.