Hindustan Times | Cersei's 2nd born! Games of Thrones' Lena Headey welcomes daughter Hindustan Times Lena Headey plays evil queen Cersei Lannister in HBO series Game of Thrones. (AFP Photo). Share. Game of Thrones star Lena Headey welcomed her second child, this time a baby girl, on Friday. Expressing her happiness, the star whose newborn joins ... 'Game of Thrones' star Lena Headey welcomes baby girl Lena Headey gives birth to daughter 'Games of Thrones' star Lena Headey blessed with a baby girl |