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Missandei and Grey Worm have had an increasing attraction to each other since joining the service of Daenerys Targaryen. Missandei is an expert translator that knows 19 different languages who is also a de facto aide-de-camp and advisor to Daenerys, while Grey Worm is the commander of the Unsullied legions that fight for the dragon-queen.
Their growing relationship is complicated by Grey Worm's brutal training as an Unsullied: slave-soldiers and warrior-eunuchs, they are taken as babies or small boys, castrated, then put through a brutal training regime which only one out of four boys survive. The Unsullied's training regime is also meant to utterly dehumanize them so they consider themselves to be expendable, willing to fall on their swords without hesitation at the whim of their slave-masters. Not simply like other eunuchs, the Unsullied are meant to have all human emotions stripped from them.
As Grey Worm rediscovers his freedom, however, his slowly gains a sense of personhood, including growing feelings for Missandei, who sympathies with the suffering he has endured.
Missandei herself was taken in a slaver-raid when she was five years old, from her home on the island of Naath off the coast of Sothoryos. She remembers the home she lost, unlike Grey Worm who doesn't remember being taken as a baby from the Summer Islands, and the bond over the losses both endured under slavery.
Copy-pasted from "Drogo and Daenerys", this listing is inaccurate.
|Season One appearances|
|Winter is Coming||The Kingsroad||Lord Snow||Cripples, Bastards and Broken Things||The Wolf and the Lion|
|A Golden Crown||You Win or You Die||The Pointy End||Baelor||Fire and Blood|
|Season Two appearances|
|The North Remembers||The Night Lands||What is Dead May Never Die||Garden of Bones||The Ghost of Harrenhal|
|The Old Gods and the New||A Man Without Honor||The Prince of Winterfell||Blackwater||Valar Morghulis|
In the books
There is no budding attraction between Grey Worm and Missandei in the books, given that the book version of Missandei is only ten years old - the same age as Arya Stark at the time. In spite of her age, she is incredibly intelligent well beyond her years and serves as a key advisor and aide to Daenerys, although in the TV series, she is shown to be reluctant to counsel her without prompting.
As for the plausibility of such a relationship, just because a eunuch does not feel sexual attraction, this does not prevent him from having human emotional attachments. In the books, some time after Daenerys captures Meereen, an Unsullied called Stalwart Shield is the target of a revenge killing by one of the old slaver families. Daenerys asks how this Unsullied was ambushed alone, given that they patrol the streets in pairs. She is told that Stalwart Shield went off on his own to a brothel, where he was ambushed. Daenerys is confused why a eunuch would visit a prostitute, and Grey Worm himself explains to her that "Even those who lack a man's parts may still have a man's heart." Stalwart Shield simply paid prostitutes to lay with him and hold him lovingly, to feel some sort of basic human affection after a lifetime of brutal debasement at the hands of the slave masters. David Benioff described how the Missandei/Grey Worm romance grew as the series progressed: “This evolved, frankly, because these two actors who were supposed to have quite small parts just impressed us. And then it became very interesting to us: What if there was some kind of attraction here, because it’s almost the ultimate Romeo and Juliet story. How is it possible for there to be a love story between a young woman and a young eunuch?”