Lena Headey plays Cersei Lannister on "Game of Thrones". Jimmy is obsessed with the show. He thinks that no one drinks wine like Cersei Lannister - the way she pours, drinks and tosses off insults to whoever happens to be drinking with her. This made Jimmy think that instead of an ordinary interview, it'd be fun for him and Lena to drink wine and talk to each other "Game of Thrones" style.