'Game of Thrones' Star on That Naked Walk of Shame

— -- Warning: Spoilers Ahead!

On the Sunday night season finale of "Game of Thrones," Cersei finally had to make amends for all the harm she had done over the years.

After half-way confessing her sins (she didn't admit to her affair with Jaime), she was forced to have her hair chopped off, then walk naked back to her living quarters while angry residents of King's Landing yelled slurs at her and tossed various disgusting items.

The actress who plays the matriarch of the Lannister family, Lena Headey, spoke to Entertainment Weekly about the three-day shoot. She also used a body double for those naked scenes.

In the brutal scene, Cersei eventually drops to her knees before making it to safety.

"It’s not hard when people are screaming at you and you look like s--- and you’re being f–---- humiliated to figure out how that would feel,” she told EW. "There’s a part of you that’s f–---- terrified. I can’t even imagine people wanting your blood. Cersei has done wrong, but she doesn’t really deserve this. ... She’s been beaten and starved and humiliated. She thinks when she comes out and confesses that this is it.”

But it's not it and after telling the High Sparrow of her affair with her cousin, she is shaved and then forced to make her walk. Such a punishing walk, where Cersei has blood on her feet and people are throwing everything at her head, while her tormentor rings a bell behind her compelling everyone by saying, "Shame."

It was something that was difficult even for the show's producer to watch.

“It’s incredibly compelling, yet you almost want to turn away because you’re looking at someone who’s suffering," David Benioff told EW. "Watching this scene flips it all because she’s being so horrifically abused you start to feel for her. It’s almost impossible not to feel for her because she’s a human and being tormented. So what we hope is, by the last shot, is you’re almost rooting for her, in a way, and hope she gets her revenge on those who have mistreated her. That’s what it felt like to me when The Mountain picks her up and you see that glint in her eye.”

He continued, "They’re trying to humiliate her as much as they possible can. It’s supposed to be like a scene from a nightmare. And the nightmare is you’re walking naked in front of a city of people. Walking and wearing underwear wouldn’t be as much of a nightmare.”