There are many different aspects of Game of Thrones that draw in viewers. Some love the fantasy take on the political landscape, others are big into the world building of Westeros and Essos. For some fans, the magic and the dragons are the draw, for others, it's the lore and the prophecies. In Season 8 Episode 5, "The Bells," the show finally fulfilled one of the last outstanding pronouncements from the novels, when Cersei visits Maggy the Frog and is told her future. Was Jaime the Valonqar? Like most prophecies in Westeros, the answer was not straightforward.
The series left out this part of the prophecy when filming the opening scene for Season 5, where Young Cersei visits "Maggy" a soothsayer who lives in the woods not far from Casterly Rock. The show, wanting to make sure it only prophesied things they could be confident of fulfilling at that point, stuck to the parts about her marrying the King (Robert) not the Prince (Rhaegar.) It also covered Robert having 16 children and Cersei having three, with the implications that these were not overlapping numbers.
But book readers were not about to let go of the rest of it:
The old woman was not done with her, however. 'Gold shall be their crowns and gold their shrouds,' she said. 'And when your tears have drowned you, the Valonqar shall wrap his hands about your pale white throat and choke the life from you.' - Maggy The Frog, A Feast For Crows, page 541.
Fans have been puzzling over the meaning of Valonqar, which is High Valyrian for "Little Brother." Cersei believes it to be Tyrion. It is one of her main reasons for hating him, the fear he will kill her. She conveniently overlooks Jaime is also younger, which led to many theories he would strangle her in a crime of passion.
But the prophecy didn't work that way. Cersei was killed by her little brothers, both of them. Not out of passion or rage, but out of love and desire to rescue her.
Tyrion lets Jaime go to save Cersei. Before Jaime leaves, Tyrion tells him exactly which path to take out of the castle, the one that will get him down to the beach so he and Cersei can escape to Essos and start a new life. Tyrion is insistent; this is the way Jaime must go.
If Jaime hadn't turned up, Cersei, who at that point was completely alone, almost certainly would have wandered out to the Iron Throne room and out into the streets. She might have survived. But instead, Jaime appears, leading her under the castle to the Dragon Pit, directly into a trap they cannot escape from.
Now observe the above video, as Cersei begins to panic, realizing there is no escape. Jaime puts his hands on her face and comforts her, repeating back the line how only they matter. Then as the bricks begin to fall and the ash and smoke and fire choke the life out of her, he wraps his hands around her throat, and pulls her close trying to shield her head as the roof caves in.