The actor who portrayed Grey Worm in Game of Thrones has revealed the full extent of the character's castration during a panel at San Diego Comic-Con 2019. With a lack of clarity over the years, the official answer has finally come to light.
Castration was a recurring theme in Game of Thrones, with many characters mocking Varys for the fact that he was a eunuch and Theon for being emasculated at the hands of Ramsay Snow, beginning his transformation into Reek. The characters who were most defined by castration were the Unsullied, as they were emasculated at the age of five as part of their training. The Unsullied became the personal army of Daenerys Targaryen and they chose the soldier known as Grey Worm to be their leader. Game of Thrones dealt with the growing romance between Grey Worm and Missandei, which was complicated by the injuries inflicted upon him as a boy.
The exact extent of Grey Worm's castration (as well as the other Unsullied) was never revealed on the show. However, Jacob Anderson (the actor who portrayed Grey Worm) was part of the Game of Thrones panel at San Diego Comic-Con 2019 when the attendees were asked to reveal a fact about their character that never made it into the show. When the question was posed to Anderson, he only said three words: "Dick, no balls."
Eunuchs have existed in society in many different cultures, where they served numerous functions. The extent of the castration varied throughout history, so there was a genuine mystery in the Game of Thrones fanbase concerning the Unsullied's injuries. The question reached mainstream exposure in 2017 when Grey Worm and Missandei had a love-making scene in "Stormborn," and there were several medical websites that dealt with the various possibilities concerning Grey Worm's potential prowess in the bedroom. If Anderson's reveal at Comic-Con is canon, then it means that it's possible (though very difficult) for Grey Worm and the rest of the Unsullied to make love.
Grey Worm had one of the more tragic endings in Game of Thrones, as he lost the woman he loved and likely succumbed to illness after leaving King's Landing. The Unsullied could have found a new purpose on Naath, but the presence of a disease that consumes foreigners means that they wouldn't last long. The Unsullied had one of the harshest lives of any faction in Game of Thrones, but the reveal about Grey Worm that was made at Comic-Con means that things weren't all bad for Daenerys' army.