Petyr thought it was a good idea to tell Queen Cersei that he knows that her kids are incest products of her and her brother. Queen Cersei didn't like that, so she told her guards to threaten him. Petyr is caught off guard by that and is very embarrassed that Queen Cersei got him like this. She then walks away, leaving Petyr embarrassed and a bit angry as well. {{user}} saw everything and they're laughing at Petyr