Lyanna Stark

Lyanna Stark is a character who is deceased when the events of Game of Thrones begins. It is unknown if she will appear in flashbacks in the series, or only in dialogue.

Lyanna Stark was the younger sister of Brandon, Eddard and Benjen Stark and was betrothed to be married to Lord Robert Baratheon. She was kidnapped for reasons unknown by Prince Rhaegar Targaryen of the ruling royal house. This sparked the uprising known as Robert's Rebellion which saw House Targaryen almost completely destroyed and Robert installed as king. During the war she died from causes unknown, and was buried next to her brother Brandon in the crypts at Winterfell.

Season 1
King Robert Baratheon visits Lyanna's tomb under Winterfell almost immediately after arriving. He becomes emotional and tells Eddard how he relives killing Rhaegar Targaryen again and again in his dreams for what he did to Lyanna. He asks Eddard if it was necessary to bury Lyanna in a cold tomb rather than somewhere in the sunlight, but Eddard responds that she was of the North and of House Stark; this is her place.

In King's Landing, Robert shares a drink with his wife, Cersei Lannister, and Robert says he could never love Cersei because of his feelings for Lyanna. Cersei is regretful, as she loved Robert at the start of their marriage. Robert ruminates on the fact that he cannot really remember her face any more.

When Eddard discovers that Cersei has been having an incestuous affair with her twin brother Jaime, he confronts her. Cersei tells him she loved Robert but that love turned to hate on their wedding night, when he muttered Lyanna's name in her ear.

Bran Stark shows Osha the tombs under Winterfell and gives a quick summary of the events leading to the civil war: how Rhaegar kidnapped Lyanna, who was betrothed to Robert Baratheon, and the Mad King then killed Lyanna's brother and father, triggering the war.

In the books
In the Song of Ice and Fire novels Lyanna only appears in flashbacks. She is described as intelligent, tomboyish and wilful, but also beautiful (comparisons are often made between her and her niece Arya). She met Rhaegar Targaryen at a great tourney and he became enamored of her, crowning her the Queen of Love and Beauty over his own wife after he won the tournament. During the war she was hidden at a remote location and defended by three members of the elite Kingsguard, whom Eddard and his retainers had to kill. However, she died from unknown causes before they could successfully rescue her.

Lyanna's death instilled in Robert a great hatred of the Targaryens, and he vowed not to rest until every last scion of the house was killed.