When Tyrion Lannister was sixteen years old, he met an orphaned wheelwright's daughter on the road, apparently the victim of an attempted rape. While his brother Jaime rode off after the attackers, Tyrion helped Tysha recover from the ordeal, and they became lovers. They found a drunk septon willing to marry them and briefly, they lived as husband and wife for two weeks, until Tyrions father Lord Tywin learned what had happened from the septon. Jaime confessed that he organized the incident to make his brother happy, and Tysha was actually a prostitute. In a fury that his son would dare to marry a commoner, Tywin had his guards rape Tysha whilst Tyrion was forced to watch. She was then sent on her way.
Since this incident, Tyrion has disdained love and romance in favor of liaisons with prostitutes for money.
In the books
In the A Song of Ice and Fire novels, Tyrion recounts the story in a very similar manner to the series. He does not tell the story to Bronn and Shae together, but to each of them separately on two different occasions. However, in the series he omits the detail that he was forced to join in the rape on pain of his father's wrath to complete his own humiliation.
In the books, Tysha is orphaned daughter of crofter, not wheelwright's daughter, and Tyrion was thirteen when he met her. A "crofter" is a kind of poor tenant farmer: the TV series may have changed his profession to wheelwright because a general audience might not know what a crofter is.
- Tysha at A Wiki of Ice and Fire (spoilers from the books).