He's survived a death sentence from his own sister, a slash to the face while winning the Battle of Blackwater, and being sold into slavery after killing his father and fleeing the country. Are you going to bet against Tyrion Lannister now?
Portrayed by maybe the show's finest actor in Peter Dinklage, Tyrion's wit, intellect and decadence offers a grounding note of realism to counter the myth-making of the show's early seasons. And as he has risen along Littlefinger's ladder of chaos, going against family to become second in command to throne heir Daenerys Targaryen, Tyrion has seen enough to know that the Iron Throne is a foolish pursuit.
And yet: In two stints as "the hand" to royalty, he's shown a thirst for power that comes with being underestimated his whole life. Plus, as last season went on, some cracks were showing in his loyalty as she grew to ignore his advice. And what's to be made of his long, despairing look at the door of the chamber where Jon Snow and Dany were coupled? Was it because he knows the truth about their shared bloodline? Or, like so many of Daenerys' former male advisors, have his feelings for her grown not entirely professional?
Given the unlikelihood of those feelings being reciprocated, it's worth remembering that the last time Tyrion was heartbroken he shot his father with a crossbow. What might he be capable of if these feelings are doomed to go unrequited? Factor in the question of where his loyalties might lie if forced to choose between his queen and his brother Jaime, and it's easy to imagine Tyrion siding with family, especially if it means he could defy his late father's wishes by ultimately leading it.