Lena Headey And Peter Dinklage Were Friends
Peter Dinklage (who plays Tyrion Lannister) and Lena Headey (who plays Cersei Lannister) have been best friends for years prior to the show. They worked together on Ultra and on Peter Smalls Is Dead. Dinklage actually recommended Headey to Game of Thrones producers David Benioff and D.B. Weiss.
These tw sometimes share an apartment when their filming schedules line up, and they can often be seen getting a coffee or a bite to eat together.