Loki has been a staple in the MCU ever since his first appearance in Thor. After trying to steal the throne from his father Odin, Loki was defeated and fell to his apparent doom. Somehow, Loki ended up making a partnership with Thanos while he was presumed dead, and he returned to torment planet Earth in the first Avengers. His mission was to steal the Tesseract, which housed the Space Stone, and return it to Thanos. Loki's one condition was that Thanos would grant him use of his army to invade Earth. Loki's plans were thwarted by the Avengers, and the Space Stone was stashed in Odin's vault for safe-keeping afterward (we see how well that worked). 

Loki actor Tom Hiddleston recently sat down for a panel at ACE Comic Con in Chicago, and he admitted that he was initially frightened by the scale, scope, and possible failure of the first Avengers film. "I remember being terrified making the first Avengers film, because it wasn't a given that it was going to work," Hiddleston stated. "It only worked based on how hard we worked to make it work if that makes any sense." Loki died at the hands of Thanos in Infinity War, but a recent leak hints at his return.