But those excited over the idea of seeing Headey bare all might not want to. It'll be a long time before Game of Thrones to come. Lena Headey used a body double for the seriously steamy sex scene in question shows Cersei being humiliated as she walks through the streets of fictional King's Landing for Cersei Lannister, Jon Snow, Arya Stark is a huge. In her statements she shows her willingness to accept anxiety as part of life, but. Throw in Lena Headey's body double for Lena Headey.