Unbeknownst even to him he is just a manifested personality created by a frightened and heartbroken runaway angel. As his identity grew more pronounced the angel’s consciousness retreated more and more until it was buried so deep that it may never wake again. Loki knows there’s something about him since he feels different around certain angels, but he doesn’t know what. (There is no plan to ever wake Gabriel up.)
He doesn’t remember where his name came from.
He played with the Winchesters but never revealed himself as a god hiding behind his trickster identity.
He believes in karma and giving people their just desserts, but also likes playing jokes that have to reason other than he finds them amusing.
He has decided to bind himself to his human lover, Castiel.