What makes the "Hard out Here" singer such an expert? Well, if you didn't know, Alfie Allen, who plays Greyjoy, is Lily's real-life bro.
If you think she's going to spend time on the show as one of George R. R. Martin's characters, you're wrong. When a fan asked if she'd play Theon's sister, Lily answered with a strong N.O.
"I've been asked to do a Game of Thrones cameo," Allen said in the AMA on Tuesday night. "They asked me if I'd be interested in playing Theon's sister, and I felt uncomfortable because I would have had to go on a horse and he would have touched me up and sh--. Once they told me what was entailed, I said no thanks."
So I guess all hope is lost when it comes to Lily on "GoT"?
"I would be open to doing a musical cameo like Sigur Ros, though," Lily added. Yes!