Sean Bean, Game of Thrones

In Game of Thrones' penultimate episode of the season, Lord Eddard "Ned" Stark finds that playing the game is more difficult than he imagined, especially when new players enter who don't abide by your rules.

Spoilers! If you haven't watched "Baelor" yet, then perhaps it's best to sit this one out until you do.

"When you play the game of thrones, you win or you die," Queen Cersei Lannister (Lena Headey) once said rather prophetically. Well, on Sunday's episode, Ned (Sean Bean) definitely did not have the winning formula: He was beheaded publicly as a traitor upon the Great Sept of Baelor. "It was quite a shock when I read the scene and hopefully it'll be a shock when you see it," Bean tells TVGuide.com. "You never think that's going to happen to him. He didn't believe it. Nobody does."

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A "shock" is putting it mildly. Although Game of Thrones boasts a huge ensemble cast to tell its sprawling tale, it always felt like Ned was set up to be the protagonist, the hero and the heart of the series. But author George R.R. Martin, who wrote the books on which Game of Thrones is based, is known for killing off popular characters, even if he's fond of them himself.

Thanks to a double cross by Littlefinger (Aidan Gillen), Ned was imprisoned and branded a traitor, but it's betrayal of a different kind that leads to his death. After his daughter Sansa (Sophie Turner) makes a plea on behalf of her father at the feet of her betrothed King Joffrey (Jack Gleeson), the eunuch Varys (Conleth Hill) visits Ned in jail and encourages him to admit that he's a traitor and swear fealty to the new king in public. In return, his daughters will live and he'll be sent north to live the rest of his days as one of the Night's Watch.

"They made a deal. He was going to put aside his principles and say, 'I betrayed my country and my king and my people' in order to save the children," explains Bean. "When Joffrey says, 'I've heard lots of things from women, but women are weak, and I am strong, so chop his head off,' that's quite a shock. Ned was supposed to be sent away, but he had it turned around on him.

"Nobody can believe it, even the characters who are corrupt," Bean continues. "The Queen and Littlefinger and Varys are looking around in astonishment because they can't believe that this guy, this young king has done this. He's gone against everyone. It's a big step to actually take, to chop off Ned Stark's head."

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As death scenes go, it's more solemn but less grisly than Viserys' "crowning moment." "It's dramatic, poignant and very surprising," Bean says. "It's just a sad moment because he dies serving his family's children. His daughters are watching from the crowd and they see him beheaded. It's a big moment, not so much about blood and horror, but more about human emotions and sadness and the tragedy and shock of it."

Shooting the scene was fairly straightforward: When it came time for decapitation, Bean was replaced by a dummy. Seeing his disembodied prop head afterward, though, was disturbing. "I kind of saw it knocking around on set," he says. "I saw someone carrying it around one day and I had a look at it. ... It's quite good, but it's quite eerie and creepy to see something like that. It's a weird feeling."

Playing Ned has been a refreshing change for Bean, who's known for portraying movie bad guys, including the traitor Boromir in the Lord of the Rings films. "Villains are fun, but it's nice to have a change and play someone who's a good man," he says. "He believes in loyalty and honor and he's faithful to his realm and his family. He's a very principled fellow, and that ultimately leads to his downfall."

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Bean had another, unforeseen surprise regarding his character's death. Apparently some fans of the books believe that Ned is not dead but just hiding out and will return in one of Martin's upcoming A Song of Ice and Fire books.

"I never heard that!" Bean says with a laugh. "They think I'll come back? I guess anything could happen. It would nice to come back to the show, but I don't know how — perhaps like a ghost or maybe a lost twin brother."

Game of Thrones airs Sundays at 9/8c on HBO.

Were you shocked by Ned's death? How do you think his death will affect his family and the war?