We know Cersie had a black haired boy - by Robert that died very young. She mentions it when she is at Winterfell.
But what if….. She actually tried to murder it in a fit of wrath or depression at Robert for not loving her at the same time she decided that she would bear him no children of his own.
What if she thought she had killed him but Jamie walked in and he helped her dispose of it, but in reality Jamie Lanister is the unknown Lord who took Gendry to the Blacksmith and paid for his apprenticeship.
Why do I think this could be? Well because of the circumstantial evidence above and because he is THE ONLY BASTARD ANYONE TRIED TO HIDE.
Gendry remembers his golden haired mother singing to him but she died when he was very young? Or did she.
Robert had acknowledged other Bastards.
We all know he is Robert’s “bastard” but who on the show could confirm that he is in fact his true born heir?
Jamie and the Smith (who we think is still alive) could. Maybe even Vary’s. Little Finger would have been too young when it happened.
I envisage a scene where Gendry confronts Cersei somehow and Jamie reveals the truth of his birth to Cersei in an attempt to save his life. Perhaps saving Gendry is his final reason for killing Cersie.
Anyway that’s my wild speculation done for the day.