We shared a womb, came into this world together. As a teenager, Jaime abdicated his post as heir to Casterly Rock to join the Kingsguard , an elite knighthood sworn to protect the King of the Andals, the Rhoynar, and the First Men and swore a sacred oath forbidding him from inheriting or owning land, taking a wife, or fathering children. Following the annulment of her betrothal to Prince Rhaegar Targaryen , Cersei was forced into an unhappy marriage with King Robert Baratheon , making her the Queen of the Seven Kingdoms.
Because he was sworn to protect Robert, Jaime continued seeing Cersei even after her marriage and lived together in the Red Keep in King's Landing. The two have three children together, Joffrey , Tommen , and Myrcella , whose true parentage has been hidden in a conspiracy that ultimately resulted in the War of the Five Kings. Exceptionally close since their birth, Jaime and Cersei were brought up in Casterly Rock and apparently resembled each other so closely, even their father couldn't tell them apart at times.
However, early on, Cersei realized that as heir to Casterly Rock, Jaime received much more attention from Tywin than she did, simply because she was born a girl, and came to resent how much her father doted on Jaime. Tywin Lannister, Cersei and Jaime's father and their only parent that survived long enough to watch them grow into adulthood; he was not aware of their relationship until Cersei and Jaime were grown and he was nearing his deathbed.
When they were four years old, their mother died while giving birth to her youngest son, Tyrion , a dwarf. Both Tywin and Cersei blamed Tyrion for Joanna's death and vehemently wished for his death when he was an infant, but he survived into adulthood with ease, infuriating the both of them.
The only member of House Lannister that had any love for Tyrion was Jaime, who was very fond of his younger brother and the two got along very well as children. Soon after Tyrion was born, Oberyn Martell and his sister Elia visited Casterly Rock with their father, both excited at the rumors of a monster having been born to Lord Tywin.
They were disappointed when Tyrion appeared nothing more than a baby with a large head and small arms, but even at such a young age, Cersei was shown to hate him to such an extent that Oberyn and Elia were disturbed, and she pinched her baby brother's penis so hard they were afraid she would pull it right off, but Jaime stopped her before she could do so.
Early on, it was evident that Tywin had no intention of trying to hide the prejudices he had against each of his children. As the eldest boy and heir to the Westerlands, Jaime was taught to use the lance and the sword and Tywin spent countless hours with him teaching him how to fight properly and how to read. On the other hand, Cersei was taught to smile and put on a show, which she resented, and she was often ignored by Tywin in favor of Jaime.
However, she still had it better than Tyrion, who, as well as being ignored, was vehemently hated and made a laughingstock of by Tywin and the rest of the court at Casterly Rock. Despite the unfair treatment, she and Jaime remained close and had an exceptionally intimate relationship, which can in part be contributed to the eternal unity between twins from birth.
Although it has never been confirmed exactly when Cersei and Jaime began their romantic relationship, it probably began as innocent experimentation when the two were still young children. Because Tywin was so often absent from Casterly Rock, serving as Hand of the King to Aerys II Targaryen, the two were primarily raised by servants and oftentimes were left alone with no supervision.
Because the royal House Targaryen had been incestuously wedding brother and sister for nearly three centuries to keep bloodlines pure, Jaime insisted that what the two had been doing was not particularly unusual - although the rest of Westeros certainly would not have approved had it ever became public knowledge, even before they committed adultery. Although Jaime has always been faithful to Cersei and loved her with a deep devotion, she has never brought him to justice by completely returning the affection.
Early on, the relationship was purely experimentation, but soon culminated into an intense, chaotic relationship. While Jaime cared deeply for his sister and loved her fiercely, Cersei only mildly returned the affection. She did love him, but moreso as a sibling than a lover. While Jaime was always faithful to her and never lay with another woman, Cersei continued to have interests in other men. As a teenager, she visited the woods outside of Casterly Rock with her friend Melara Hetherspoon in the hopes Maggy the Frog.