CNN — (CNN) -- With fans still reeling from last Sunday's Red Wedding episode, "The Rains of Castamere," the third season of "Game of Thrones" comes to a close this weekend, and no one is waiting with more bated breath for that than Nikolaj Coster-Waldau, who plays Jaime Lannister, the Kingslayer on the HBO program. "Even though I've read all the scripts, I wasn't around when they shot all of it," he reminded CNN. "So one of the things that's great about this show is that I can actually watch it and enjoy it, despite knowing what's going to happen."
Coster-Waldau, who recently appeared in the Tom Cruise film "Oblivion" and is shooting "The Other Woman," a romantic comedy with Cameron Diaz and Leslie Mann, finds the most interesting aspect of watching "Game of Thrones" is being able to reassess the constantly shifting scales of morality in a world where no one character is completely a hero or a villain (save for perhaps Joffrey?). Daenerys Targaryen, for instance, might be the Mother of Dragons and liberating slaves, "but she's burning down cities! She's killing all these other people!" he laughed. "I'm sure a lot of those guards are just guys with families."
The Starks and their men, he pointed out, committed their own share of atrocities, even if they were portrayed as a more honorable family than the Lannisters. "One of my favorite scenes with Brienne (played by Gwendoline Christie) was last season, when we come across three girls hanging," Coster-Waldau recalled. "Brienne kills the Stark guards, because they had just raped these women for no reason, because they thought it was within their rights."
If Ned Stark's beheading in season one and the Red Wedding in season three taught us anything, Coster-Waldau said, it should be to look at the chain of consequences of each character's actions. For instance, Catelyn didn't fully investigate a claim of attempted murder and arrested the wrong man, starting a war. And Robb broke a treaty of arranged marriage that was meant to broker an ally. "In our world, for our morals, he did the right thing -- he married for love," Coster-Waldau said. "But it was a selfish thing to do, because when he did that, they lost the support of part of the army and prolonged the war and thousands more were killed." The Red Wedding, as brutal as it was to see certain characters get slaughtered, had an unseen consequence: "It stopped the war. The war is over. A lot more people were saved."
Of course, a Lannister would be in support of the Red Wedding -- the Lannisters had a little something to do with it, hence Roose Bolton's statement before killing someone, "The Lannisters send their regards." Still, Coster-Waldau finds it interesting to gauge fan response and see which actions on the show provoke the more extreme reactions. He was surprised to see more people were disgusted in season one that Jaime Lannister "was having sex with his own sister than that he pushed a kid out a window." "I thought, 'Well, he's in love with her, and I wouldn't want that in my own life, but they're two consenting adults,'" he said. "I would think you'd be more upset about him trying to kill a kid."
In a subsequent episode, fans were in an uproar about Ned Stark killing a direwolf (Sansa's direwolf Lady was punished in place of Arya's Nymeria, since she had been forced to run off after attacking Joffrey). "In the scene right before that, you saw (Joffrey's guard) the Hound riding in with the butcher's boy (Micah) on his horse. He had just killed this little innocent kid, and no one was upset at that," Coster-Waldau said. "But then this mystical creature was killed, and that was crossing a line. That was shocking for people: 'How could they kill an innocent animal?'" (Were fans more upset that Robb's direwolf Grey Wind was killed in his kennel than his men at their table?)
At this point in the show, the perception of Coster-Waldau's own character -- formerly considered a villain -- is shifting to the point where fans are rooting for him. Since losing his hand, Jaime Lannister has also become more sympathetic, "because it's such an obstacle and forces such a change in him." His speech to Brienne, about how he killed the Mad King to save the city, also changes the meaning of his moniker, the Kingslayer, which had been used as a pejorative. "I think he sees that as his finest moment," Coster-Waldau said. "He did break his vow to protect the king, but there was no way he could not break it. He had to. And he's had to live with that choice ever since."
As Brienne and Jaime make their way to King's Landing in the finale, the Lannisters are in a state of flux. Does Jaime even still love Cersei, who he dedicated his life to, now that he's developed a new relationship based on mutual respect? "His relationship with Cersei is not a very healthy relationship, because it's all on her terms," Coster-Waldau noted. "And for the first time in his life, he's been together with another adult who is so unlike the world of King's Landing, who says what she means, who does what she says, who walks the walk. He sees something in Brienne that he might have feared or lost in himself." A sense of honor, perhaps. A sense of dedication. "Losing his hand, he's been forced to reconsider everything." But don't expect that relationship to be resolved in the final hour of this season, because as any good season finale will do, Coster-Waldau said, "it will provide closure, and it will set up next year. But it will make for a tricky homecoming, that's for sure!"