Game Of Thrones: Is Gendry Really Cersei Lannister's Son?
2. The Prophecy
We've already touched upon Maggy's prophecy, but it's worth a deeper look. Maggy's prophecies on the show have, by and large, come true, especially those that pertain to her children. Robert, the King, did indeed have a number of children, while Cersei only three. Gold were their crowns, and gold were their shrouds.
Given how accurate the prophecy has been, then, how could Cersei possibly have had another child? It's true that prophecies aren't completely failsafe on Game of Thrones, but this particular bit has been so true that it would feel odd if it weren't the case. Hell, look at how they're handling her current pregancy: whether she really is pregnant or not isn't 100% conclusive, and even if she is (which does seem likely, to be fair), there's not much chance of her actually having the baby - she's not showing, and there are only four episodes left. Even if she is, say, 3-4 months pregnant now, that would still necessitate the series to jump forwards five more months in just four episodes, and have her give birth successfully, to defeat the prophecy. It seems more likely she'll die without the child being born, or that she'll die giving birth.
There is another counter to this, which is that she sent Gendry away to divert the prophecy. She knew any golden-haired children she had were destined to die, so when she had a black-haired boy she sent him away, thinking that if she didn't raise or even acknowledge him as her own, then he wouldn't count. Which, if Gendry IS hers, would be the case, but it's still a bit of a stretch.
In the books, Cersei is consumed by this prophecy, and while it doesn't factor into her character in the show as much, it is still important to her: the flashback kicks off Season 5, which is where she then begins her takedown of Margaery, whom she believes to be the "younger, more beautiful Queen" foretold of by Maggy. If she had a black-haired beauty, then that would've subverted the prophecy in a sense because he didn't have golden hair (although could have eventually worn a literal golden crown), and wouldn't explain why she sent him away when instead it would show Maggy was wrong.