Cersei and Sansa are having a talk about the miracle of womanhood. Remember, this show is set at a time when they don't have excruciating filmstrips to sit through in school. Sansa says she'd been told about getting her period (although obviously she doesn't call it that), but thought it would be less messy. Cersei says that's nothing compared to childbirth and asks what Sansa thinks this means. Sansa says glumly that she's old enough to give birth, and Cersei mocks her for once being so excited about bringing in little princes and princesses.
See, this is where Sansa is an important character. At the beginning of the series, she believed in all the standard fantasy tropes about being a princess and wearing lovely gowns and having a dashing prince ride up and marry her. Her journey of discovery shows the audience what kind of world we're actually going to be watching.
Cersei talks about the day and a half she spent giving birth to Joffrey. It was unpleasant. The whole time, Robert was off hunting. Sansa is surprised that he wasn't there at the birth, because of course the Starks are all about modern birthing techniques. Robert's habit when Cersei gave birth was to go hunting and then present her with pelts, and she'd present him with a baby. Anyway, she had Grand Maester Pycelle, an army of midwives, and Jaime on hand, so it's not like she needed Robert anyway. Cersei reminisces that when Jaime was told he wasn't allowed in there, he smiled "and asked which one of them proposed to keep him out." Then Cersei moves on to more immediate concerns and tells Sansa, "You may never love the king, but you will love his children." Sansa does her line about loving His Grace with all her heart because she is always on the lookout for someone trying to trap her into admitting she doesn't love Joffrey. Cersei tells Sansa that the more people she loves, the weaker she'll be: "Love no one but your children. On that front, a mother has no choice." Sansa asks if she's supposed to love Joffrey. Cersei sighs, "You can try, little dove." I feel bad for Cersei because she's clearly competent and ruthless, but she's pretty much stuck being on Team Joffrey.
Jaime's pen. Actually, it's kind of an outdoor cage made out of wood, but they call it a pen on this show. Jaime is wearing a metal collar that attaches him to a pole in the middle of the pen. And Jaime has a new roommate: Ser Alton, from before! He's a Lannister cousin, although Jaime has trouble placing him in the family tree. Alton explains that his mother is Cinda, who Jaime establishes as "not the fat Lannister." In an attempt to make a connection, Alton says he squired for Jaime on the tournament the day of Willem Frey's wedding. Jaime doesn't even remember going to that wedding. But on reflection, he remembers his regular squire getting drunk the night before, which he blames on Tyrion. He now remembers that Alton had never squired for anyone. Alton's father didn't want him to do it, because he thought he'd embarrass their family in front of the family. Because let's not kid ourselves; there might be hundreds of Lannisters, but there are only a handful of important ones.