Warning: This story contains Game of Thrones spoilers for the series finale.

“The things we do for love…”

Jaime Lannister’s death was officially confirmed in the series finale of Game of Thrones when his brother Tyrion was devastated to find Jaime and Cersei’s bodies in the cellars below the Red Keep. Jaime met a tragic and romantic finish in the arms of his lifelong love and twin sister, Cersei Lannister. The Kingslayer did not become a Queenslayer, as many expected. Jaime made the controversial choice to abandon the noble Brienne of Tarth to rejoin his doomed sibling in her hour of greatest need, prioritizing his family and his rather toxic incestuous relationship while King’s Landing came under attack from Daenerys Targaryen.

Jaime’s decision completes the journey of one of the most unlikely fan favorites on the show, a character who was introduced as an arrogant bully pushing a boy out a window in the pilot and then across eight seasons gradually matured into something resembling an honorable man — yet one who always willing to sacrifice innocent lives to meet his own ends. Jaime Lannister was the ultimate Game of Thrones shades-of-gray character, a man impossible to pigeonhole, who followed his own dark moral compass.

Danish actor Nikolaj Coster-Waldau mesmerizingly played the conflicted knight, and below he discusses Jaime’s fateful season 8 decisions.

ENTERTAINMENT WEEKLY: What did you think when you got to the part of the script in episode 4 when Jaime sleeps with Brienne?

NIKOLAJ COSTER-WALDAU: I was shocked. I never thought it was going to happen. They survived. There’s this party. They buried the dead. There’s this enormous relief. We did it. There’s drinking and happiness. And there’s flirting and she leaves and he goes to see her in her quarters, and suddenly it happens. There’s the classic moment after where he’s like, “Oh no,” and reality sets in not long after. The battle for King’s Landing is looming. He hears this very specific talk between Sansa and Brienne, and you know Daenerys is going to torch the place. So he decides he has to go back to his sister.

Was the scene with Brienne awkward since you and Gwendoline Christie have been friends for so long?

It was really weird. It was awkward. I was trying to laugh and Gwendoline was like, “Don’t f—ing laugh!” but then he says goodbye. He’s like, “You don’t understand, I’m not a good man, I’m a terrible man, I’m just like my sister,” and it’s heartbreaking.

There was also that terrific scene where you knighted her in episode 2.

Jaime understands Brienne and the feeling of being an outsider and people having preconceived opinions about you. With her it’s that she’s a woman and she’s so big and all the things he used to attack her with when they first met. He understands the pain that she just wants to be recognized. That’s a beautiful scene the boys came up with where he gets to show that he understands and appreciates her situation. Episode 2, I really like the atmosphere and the script and the way we shot it.

Then, of course, he leaves her. How did you feel about that?

You know he’s gonna go back, and it’s not gonna have a happy ending, is it? The hardest thing is the fact they actually find the balance because he ends up with Brienne for a brief moment. He kinda knows himself there is no alternative. For a moment he tricks himself into thinking there is an alternative to his life. As an audience you want him to succeed in taking that different route. You wonder if he’s changed and if he’s escaped this destructive relationship. But you realize he’s so bound by this code of honor of family first, and him and Cersei have a strong bond on every level him. He didn’t say, “Cersei, I don’t love you anymore.” He said, “I’m going to fight for the living because ultimately that’s the only way you and the child you carry can live.” He has to go back. She’s all alone. He’s the last one she has. He knows he has to back and try to save her.

Fans are going to be heartbroken.

It is heartbreaking. It does make sense, even though you don’t want it to. And the way it ends with him, he finally finds her and it’s a beautiful ending.

How did you feel about Jaime and Cersei dying together?

I thought it was a great ending for that couple. She was never going to surrender. And he says it to Bronn in season 4. Bronn asked, “How would you want it to end?” And Jaime says, “In the arms of the woman I love.” So this was foreshadowed and that’s what happened. There’s a least a moment that they do connect: “Just look at me, just look in my eyes, it’s just you and me…”