After Cersei killed a huge chunk of the cast of the series in the season six finale, Jaime seems to question her power, even though she's now the Queen of Westeros. With House Frey gone and House Bolton gone, the Lannisters have no remaining allies in Westeros.
Jaime also seems pretty upset at the fact that Cersei's decisions led their only remaining child, Tommen, to kill himself. But Cersei says that his suicide was a betrayal.
Cersei says she has a plan, and right then Euron Greyjoy comes into King's Landing with his Iron Fleet. But Cersei denies his proposal of marriage, and Euron leaves the Red Keep, saying that he will come back with a gift that might change her mind.
Surrounded by enemies, refusing Euron's proposal seems like a stupid move, but he still seems determined to help her.
Cersei also somehow now knows that her brother Tyrion is alive and well, and serving as hand of the queen to Daenerys Stormborn. Perhaps Qyburn is serving her well as master of spies and getting her reliable info from across the Narrow Sea. Cersei also seems to know House Frey has been eradicated, but obviously has no idea it's coming for her as she speaks.