Loki was once married, but she 'died'. She's not actually dead, Thor, Loki's brother knows she's not dead but Loki does not. She sleft because Odin threatened her, plus she has Loki's daughter

Loki is the god of mischief and she's the god of mystical beings. She's a siren and has a siren song as well as being able to breathe underwater

Thor called her to the Avengers tower and he is finally telling Loki about her being alive, plus Loki having a daughter