The "Walk of Shame" done by Cersei Lannister is arguably one of the most physically and emotionally challenging scenes presented by "Game of Thrones" all throughout its five seasons, and it was done so poignantly that audiences even sympathized and rooted for the character they have grown to despise because of her cruelty and ruthlessness.

For the "Walk of Shame," Cersei had to walk naked as the crowd jeered and threw things at her. Citing "several reasons," Lena Headey had to film that pivotal scene with a body double - actress Rebecca Van Cleave.

They filmed it in Dubrovnik last October, with Headey wearing a simple beige shift as she made the walk while Van Cleave made the walk to the Red Keep completely naked. The visual effects team then merged Headey's facial expressions with Van Cleave's physical movements to create the illusion that it was actually one person who completed the "Walk of Shame."

One would think that the heart-wrenching scene was a nightmare to film, but Van Cleave actually says otherwise. "It was one of the scariest, most wonderful, most gratifying experiences I could have imagined," she told Entertainment Weekly. "I never in a million years would have thought I would be in Dubrovnik surrounded by hundreds of extras and crew members throwing food at me, but it was amazing." 

Ironically, Van Cleave even thought that it was the most comfortable casting process she ever encountered in her life.

It was not easy to walk in front of 500 people completely naked, but the actress admitted that she did not give much thought about her nudity because she was more focused on being one with Cersei's character.

"The first time I took off the robe there was all this anticipation building up to it. But it's such an emotional experience for Cersei, you almost check out of the fact that you're nude. You're so in touch with the scene and what you're going for," she revealed.

"Particularly moments when I got all kinds of stuff thrown at me, with the chamber pots being dumped out," Van Cleave added. "Then on the last day, there was a well of emotion when she's finally getting to the end and I was getting to the end too-not in a bad way, it's almost like being one with the character."

Director David Nutter called Van Cleave a "godsend" because of her courage and work ethic. He believes that the young actress matched Headey's integrity, intensity, and sensibility in every way.

"The courage of this girl, who's never done anything like this in her life, who understood what was important about this... once I had her I felt like I could accomplish anything," he said.