In episode 2, Cersei goes to Catelyn Stark after Bran "falls" and tells her a story about her first child who was born with black hair, but he died shortly after birth. She also said that she never once visited his tomb.
In episode 4 when we meet Gandry for the first time (and Eddard speaks with him, learning that he's the "bastard" of Robert), Gandry tells a story about how he never met his father, but his mother had yellow hair and she died shortly after he was born.
What if it wasn't Robert that hid him (or even knew that he was alive), but actually Cersei that faked his death. Just so that Jamie would never know of his existence. This way they could live out their inbred love affair lives and she would never have to worry about her son getting killed by Jamie in a fit of jealous rage.
We all know how much of a cunt Cersei is, but she is a very protective mother. So this really has me thinking that Gandry is the official son of both Robert & Cersei. And the true heir to the Throne.