game of thrones - Is Cersei Lying to Cat about Cersei's First Born?

Maggy the Frog's prophecy of Cersei having and losing three children seems to be right on the money but for one thing:

Either Cersei is lying to Cat in the 2nd episode about the "little black-haired beauty" who died in infancy, or Maggy was (wrong?)

The "You win or you die" scene in the eponymous episode (Season 1 episode 7) doesn't provide any hints. Cersei cops to all of her living children being Jaimie's, but neither confirms nor denies any dead children between her and Robert.

My best guess is that since it was Robert's custom to be away on a hunt during his wife's childbirth, Cersei killed the (born living) baby shortly after the birth. But that's just a guess since that would make her statements to Cat technically true, without entirely conflicting with Maggy's prophecy (Cersei felt no loss, and perhaps the baby wore no gold shroud).

I'm pretty certain that there haven't been any more hints in the show (see my new answer below for a correction on this). But I've only read about halfway through the books so far, and it's been a while. I easily could have missed something in what I have read.

So, any clues in the books that aren't in the show? Do the books tell more of the "black-haired beauty"?

Answer

To complement Kevin's answer:

The whole conversation, as Kevin said, is a show-only thing. Cersei never gave birth to any child who may have been Robert's.

Eddard wondered the same, how did Cersei and Robert never have any Children?

"A dozen years," Ned said. "How is it that you have had no children by the king?"

She lifted her head, defiant. "Your Robert got me with child once," she said, her voice thick with contempt. "My brother found a woman to cleanse me. He never knew. If truth be told, I can scarcely bear for him to touch me, and I have not let him inside me for years. I know other ways to pleasure him, when he leaves his whores long enough to stagger up to my bedchamber. Whatever we do, the king is usually so drunk that he's forgotten it all by the next morning."
_{AGOT: Eddard XII}

So as evident by Cersei's own confession:

1. Robert only once managed to impregnate Cersei.



2. Cersei aborted the child with help of Jaime.


3. Robert never knew about this whole conception and abortion of his child.


4. Cersei employed other ways than intercourse to sate Robert.


5. Robert was usually too drunk to remember if he actually managed to have intercourse with his Queen or not.

Later Cersei also thinks the following:

Ten thousand of your children perished in my palm, Your Grace, she thought, slipping a third finger into Myr. Whilst you snored, I would lick your sons off my face and fingers one by one, all those pale sticky princes. You claimed your rights, my lord, but in the darkness I would eat your heirs.
_{AFFC: Cersei VII}

As Cersei says, She often used her hands and her mouth to get Robert off her case instead of letting him have intercourse with her. Due to these methods she never actually got pregnant with Robert's children except that one time, when she got it aborted.

So in conclusion, no there is no indication in the books about some Ravenhead kid who died after his birth. Only Children Cersei ever bore were Jaime's. Seems to be one of the many internal inconsistencies of the show.