Who is Lena Headey ? Lena Headey is an English actress known for her roles in film and television. She was born on October 3, 1973, in Hamilton, Bermuda. Debut: Lena Headey made her debut in the acting industry with a minor role in the 1992 film “Waterland.” Trend: Lena Headey gained significant recognition for her portrayal of Cersei Lannister ...