1. He Can Change Gender
2. He's not just a shapeshifter, he can literally change species.
3. Marvel portrays Laufey as Loki’s father but she’s actually his mother!
4. There are more versions of Loki then just a Norse God and a Marvel anti-hero
5. In Loka Táttur, Loki is a hero, succeeding where Odin and Hoenir failed
6. He is the speaker of unpleasant truths.
7. Odin is a Frost Giant too!
8. Loki’s Castle is a real place on Earth
9. Loki had Odin’s spear, Gungnir and Thor’s hammer, Mjolnir, forged.
There are lots of other stories of Loki, from the comedic Thrymskvitha, where Loki convinced Thor to dress as a woman and marry Thrymr, to the tale of him transforming into an eagle and rescuing Idunn from the Jotun Thiazi.
Loki is a complex and somewhat mercurial character, with dozens of depictions ranging from the misunderstood, to an evil agent of Chaos, to a hero. That's a rich tapestry for anyone to explore.