Game Of Thrones: 9 Crazy Fan Theories About Tyrion Lannister
3. Penny Is His Daughter
Penny hasn't been introduced in the shoe, and it doesn't appear as though she ever will be. She's a dwarf woman that Tyrion meets when sailing for Meereen, although he had unknowingly met her before. She was part of the troupe who performed at Joffrey's wedding, along with her brother Oppo, who was later killed after being mistaken for Tyrion.
The two strike up a close friendship as they are enslaved together, and while there's no doubt a number of readers shipping Tenny/Pyrion, there is a theory that they're actually linked in a different way: father and daughter.
She confirms that while her father was a dwarf, her mother was not, and that she grew up in Oldtown. While Tyrion focuses on 'where do whores go?', clinging to the lies of his father, Tysha was not a whore. There's little textual evidence for it, but it goes that Tysha went to Oldtown where she had Penny. It also involves Tyrion getting her age quite wrong - he estimates she's around 17, which would make her too old to be his daughter - but given he's often drunk this isn't out of the question, and it's far from the only stumbling block with the theory.
Still, it probably beats the two of them getting together.