@BrobyDDark He was "adopted" by the same man that killed his parents, and as easy as it is to view Loki being given a life in Asgard as a charity by the all-forgiving Skyfather, it could also easily be viewed by some with a more pessimistic view as him being a living trophy taken by Odin to represent conquest.
He was raised as someone who was perpetually the odd one out-- he's a Jötunn among Asgardians, someone of lower birth among Royalty, someone who relies on cunning and magic amongst warriors-- added to that that he KNOWS about his lineage, and since his birth he's been overshadowed by a trueborn brother that seems to best him in every way imaginable, a brother that indeed personifies the mentality that led to him feeling so ostracized, a mother who would never nurture him like a child might need, and a father who would always prefer his "real" heir over Loki.
Add into that a little more Kafkaesque ostrazisation from the comics and myths-- that Loki is NOT a fight, but he's encouraged to be one by Thor and Odin, whom he seeks the approval of and feels he can never really have, and the fact that the BODY HE INHABITS, to Loki, feels foreign-- this plays into why he's such a trickster and he relies on transformation magic, he doesn't feel as if he is a single gender or even a single species-- and in that, is isolation.
As a plotter, as someone who was raised seeing those around him achieve Nordic greatness, and being the "second son" meaning he will never rule, he uses what he knows he can do to achieve that greatness he feels compelled by his life to achieve. He plans and uses trickery, and from Thor to the Avengers we see him becoming mentally unhinged as he comprehends the failure of his shortsighted bid to rule Asgard, and promising himself to other entities to achieve some fraction of that power.
He developed in his becoming progressively more unstable in his attempts to seize power-- he went from trying to rule everything he loved, through his own cunning and planning, to attempting to take everything
Thor loved through promising himself to other entities, despite preference from trickery over violence.
His character's transition from Thor to The Avengers is the transformation of a misguided child trying to please his family by doing something great, to an abandoned adolescent, willing to do anything to get that greatness in spite of a family he feels abandoned him and never truly loved him.
We even see that in the movie itself-- Loki preferred using mind control to get what he wanted at the beginning of the Avengers, he even planned to get captured to sow discontent within the Avengers-- it wasn't until Thor and co. intervened again and again that he became unstable enough to launch an attack New York, despite knowing by that point that he couldn't hope to rule on Earth either.
imo Loki's one of the most fleshed out MCU characters
