Cersei Lannister has always had a dark side, but throughout the last few seasons of Game of Thrones she's allowed it to consume her. Power means more to her than anything else now, including Jaime. And now that he betrayed her to fight for the North, she may want to make him suffer the consequences by going after a certain knight who has come to mean a great deal to him. So will Cersei kill Brienne on Game of Thrones? She's proven to get pretty creative when it comes to torturing her enemies (remember what she did to Ellaria Sand in Season 7?), so if she really wants to hit her brother where it hurts, she'll go after the one individual who makes him want to be a better person.
Many fans were convinced that Brienne's big moment of finally becoming a knight in Episode 2 signified her doom in the Battle of Winterfell. (After all, it would be just like Game of Thrones to allow a character to achieve their dreams only to take it away moments later.) And yet, despite get swarmed by hundreds of wights, Brienne and Jamie managed to make it out of the battle alive. And while that's great news, it also makes you wonder if perhaps her death is being saved for a much more heartbreaking moment.
Everyone expected everyone to die in the Battle of Winterfell, so seeing Brienne fall would've been devastating but not surprising. However, if she were to die now, after beating the odds and surviving everything else, that would be a true tragedy. Plus, during the battle, not a lot of time would've been able to be spent on her death, given everything else that was going on throughout the episode. If it were to happen now, though, then she could be given the proper time and attention she deserves.
Granted, it's impossible to say with absolute certainty what Cersei is planning now that the Night King has been destroyed. She did send Bronn on a mission to kill both of her brothers, so perhaps she doesn't ever expect to see Jaime again and therefore feels no need to go after Brienne. But if they do come face-to-face and she's reminded of the obvious connection he shares with Ser Brienne, then that could have some dangerous consequences for all involved.
Not much is known about Episode 4 thus far. Even the promo keeps things rather vague aside from the fact that Daenerys is still determined to oust Cersei from the Iron Throne. However, Emilia Clarke recently hinted on Jimmy Kimmel Live that the big battle was nothing compared to what's still to come. "Episode five is bigger," she told Kimmel. "Episode five is [exhales]—I mean, four and five and six, they're all insane, but like…Find the biggest TV you can."
Could this indicate that more death is on the horizon for these characters of Westeros? If so, Brienne could end up with a big target on her back. The Battle of Winterfell may be over, but the war for Westeros has only just begun.