Sentence:  Stripped of all bravado, Cersei breaks, and shows the very scared, vulnerable woman who has kept her emotions at bay. “I don't want to die,” she <WSD>whimpers</WSD>, “Not like this.” It's all the more moving for coming from a character who built her identity on steely resolve and contempt for such hoary conceits as fear. 
Meaning of the word marked with <WSD> tags:  To say something in a whimpering manner.