Cersei was always an intense person, but that intensity has grown to staggering new heights during her ascension to the Iron Throne. And that is perhaps why Game of Thrones fans suspect that her pregnancy isn't what it seems — like maybe Cersei's child is a shadow baby. After all, the Lannister sister used to be the woman behind the throne, but now she's the woman blowing up major building's in King's Landing with wildfire and commanding her followers to betray others immediately after she strikes a deal with them. Deceitful and conniving is kind of her M.O.
Do you remember the shadow baby? We've only seen them in action once, way back in Season 2. To keep his brother Renly from overtaking the throne, Stannis impregnated Red Witch Melisandre who, in the name of the Lord of Light, gave birth to a shadow that took Stannis' form and killed Renly. Something as useful as a shadow assassin baby could be very convenient in the struggle for the Iron Throne, which is exactly why this fan theory believes that Cersei is pregnant with one. But, if true, how did she become pregnant with this spectral killer, and who could her target be?
Cersei's pregnancy doesn't seem to make much sense in general, but the biggest red flag is that it defies Maggy The Frog's prophecy. Maggy, who Cersei visited in childhood, told Cersei that she would have three children and outlive all of them. This has proven to be true, but then how is she pregnant with a fourth child? Either the prophecy is wrong, or Cersei isn't pregnant with a child.
But how could Cersei be pregnant with a shadow baby? Melisandre was well versed in magic, but Cersei doesn't seem to have any interest in spells or rituals. She isn't a fan of magic, but she is a fan of science. As reddit user and theory originator skatalon2 points out, Cersei has someone on her side that could help her manufacture a shadow baby: "Qyburn, Cercei's current hand/ master of whispers/creepy Alchemist dude is plotting something with her." Qyburn has already help craft enough wildfire to destroy the Sept of Baelor, crafted a dragon-downing weapon, and brought The Mountain back to life. If there's anyone who can artificially insert a shadow baby into Cersei, it's Qyburn.
While the likelihood of Cersei having a shadow baby seems low, it does sound like something that she would do. Her actions have gotten more risky and destructive as the show has gone on, so it makes sense that she would be willing to put her own body at risk for the chance to have one of her enemies dead. Daenerys Targaryen is the biggest threat to the Iron Throne that Cersei has ever faced, and it's clear that one giant spear isn't going to be enough to take her or her dragons down. If Cersei wants to get the job done, there may be no more reliable method than shadow assassin baby.