By the grace of the old gods, the only children she births to Robert are daughters.
They wear pearled stags across their breasts and adorn their hair with golden antlers but Lyanna raises them as wolves. As soon as they could hold up their own heads, she strapped them to her chest and took them out beyond the walls of the Red Keep on the back of the sand steed Robert had gifted her as a wedding present. Robert waves dolls and flowers in their faces, pets their hair, tells them what good little princesses they are. Lyanna walks them to Ser Barristan (slowly, offering nothing when they stumble and trip over unsteady legs but waiting patiently until they pull themselves up on the slippery walls of the castle) who teaches them how to play Wildings and Others with sticks from the godswood.
"What are our words?" She asks them at night, her voice quiet and firm as she pulls the blankets up to their chins.
"Winter is Coming," they whisper in return, their bright blue eyes meeting hers in the flickering firelight.
They sleep curled around each other, always have, like wolf pups in a den.
Ned had found her in the Tower of Joy, weak and delirious, and made him promise—
"Promise me, Ned."
—and only after he swore his vow did she agree to marry Robert.
He still wanted her, was still obsessed with her, even after Rhaegar had swept her away under the cover of darkness. The Seven Kingdoms had already dismissed her, considered her irreparably torn asunder by a felled dragon and best left for the Silent Sisters. Lord Lannister didn't even wait for the bones of Elia and the children to leave King's Landing before he summoned Cersei from Casterly Rock to shove under Robert's nose.
Not Robert, though. No, just scant weeks after he snatched the Iron Throne, he heard that she was resting at Starfall. He blew straight down to Dorne from the Keep against the wishes of the Small Council.
Sweet, protective Ned had wanted to take her straight to the Rock, to get her out of the still-hostile Martell lands, but it was because the deep South was still hostile that she needed to stay, just for a while. Ashara had been so sad, and so had Lyanna, because Arthur really had been such a good man, and the two women sat together often, talking softly, looking down at their life's work in their laps…
Robert found her there, standing along the riverbank. She told him that Ned had already left for Winterfell and Ashara had died, and he asked her to come back to King's Landing, to be the Queen of the Seven Kingdoms. They would never have to speak of Rhaegar again, he promised. The Targaryen dynasty had been razed to Valyria and back, and that he would kill every last dragonspawn that he could lay his hands on to prove to her that she would be safe once more.
And she said yes.
His infatuation had long since died away, of course. Lyanna knew it would—she had known it since even before Harrenhal, where Rhaegar had named her his Queen of Love and Beauty. Nymeria had been first, born only a year after their wedding, and Cassana right behind. By then, Robert had grown tired of her dry sarcasm and cutting remarks, bellowing that he should have taken the lioness when she had been offered. Lyanna always feigns deference until he leaves, refills her glass of Dornish Red, and returns to her tome. She had been Robert's dream, but this was the waking world.
Cersei Lannister remains at Casterly Rock, one babe in arm and one in belly with nary a husband to claim them. "My children were fathered by a lion," she told Lyanna once, and Lyanna thinks of the lion that sleeps in the White Sword Tower.
Hear me Roar.
Mothers are meant to keep their children's secrets, after all. At night, Lyanna rocks Cassana by the open window of her nursery and lets her youngest suck her thumb after Robert leaves to drink alone in his solar. Lyanna sends her prayers northward, over the trees of the Kingswood and along the long trail of the King's Road until she can picture the tall walls of Winterfell and her brothers' faces in her mind's eye.
Some secrets must be revealed in time.