'Game of Thrones' star Lena Headey on 'Sesame Street'

Lena Headey plays the cunning queen Cersei on Game of Thrones, but when she taped her guest appearance on Sesame Street, that intimidating persona was nowhere to be seen — in fact, Headey found herself a little intimidated by the experience.

In a “Word on the Street” segment on the PBS show, Headey teaches kids the word “relax,” which she told EW on set was “ironic, ’cause I’m terrified right now!”

It was a guest role that meant a lot to her, having grown up watching Sesame Street in Bermuda. She recalled loving Big Bird as a kid and having a Sesame Street play set with miniature versions of the characters. When Headey told her parents that she’d scored a guest role on the show, her dad started crying. “It was what we watched together, so he was beside himself,” she said.

Headey appears with Murray, puppeteered by Sesame Street head writer and director Joey Mazzarino. To calm the actresses’ nerves during the taping, Murray gave her an enthusiastic high-five after each take.

After shooting the segment, Mazzarino told EW, “Lena was nervous. She told me that. And I was like, ‘You’re Cersei, man! You can’t be nervous!’ But she was just super cool with the muppets. I’m a big Game of Thrones fan, so I was super pumped to do it.”

Check out Headey’s segment in the video below:

Headey’s Sesame Street segment airs in tomorrow’s episode, “Simon Says,” at 10 a.m. ET/PT on PBS. Fellow Game of Thrones star Peter Dinklage is also in the episode — get a peek at his musical appearance here.