As a young girl, Cersei receives a prophecy from a woman called Maggy the Frog. We see this in a flashback in Season 5 of the show. Maggy tells Cersei:
• “You will never wed the prince. You will wed the king.” This comes true – instead of marrying Prince Rhaegar, who Cersei was promised to at the time, Cersei married King Robert.
• “You’ll be queen for a time. Then comes another, younger, more beautiful, to cast you down and take all you hold dear.” There’s always been a lot of speculation about who the “younger, more beautiful” queen would be. Margaery could fit the bill, although Cersei did become queen again after Margaery died. Daenerys, of course, literally cast Cersei down under a pile of rubble, wiping out everything she held dear, most importantly her own damn life. So yeah, this came to pass too.
• “The king will have 20 children and you will have three. Gold will be their crowns. Gold their shrouds.” This is where things get tricky, because in Season 1 Cersei said she had a child with Robert who died as an infant – a baby who doesn’t exist in the books. So technically she had four kids, plus the baby she was pregnant with when she died. Honestly I think this was just the show getting a bit sloppy with continuity, although if you want to justify it, you can say that Cersei only had three children who got to grow up (or, at least, become teenagers). And they all died before her.
There’s another part of Maggy the Frog’s prophecy that was omitted from the show – about the valonqar or “little brother” choking the life out of Cersei. A lot of people predicted this would still happen in the show, believing Jaime would be the one to kill Cersei. As we know now, that didn’t happen. But since the show never included this part of the prophecy anyway, I guess it doesn’t really count?