The battle between brothers ended in heartache for everyone, the biifrost, the bridge between realms has been destroyed cutting Asgard off from the world. All because of Loki's emotional breakdown, finding out that he was adopted, that he was a Frost Giant, abandoned by his parents because of his small size and weakness. But that wasn't just his reasons for breaking down, his jealousy with older brother Thor played a part in it too. Always being second to him, never seen as an equal in the eyes of Odin. So how does Loki handle all this? He takes over the throne after Odin has fallen into Odin Sleep, sends the Destroyer to take out his brother who was cast out after nearly starting another war with the Joten. Then to top it all off Loki tries to destroy Jotunhiem prompting Thor to destroy the bridge to save the Ice Realm, Thor tried to save Loki from falling from the wreckage but Loki gave up, letting go of the staff and falling into the abyss below. Everyone suspects that Loki is dead, but in fact he has found his way onto Earth. 

Using his illusions he changes his clothing so that he can blend in with the mortals, he never got why Thor cared for this realm so much everyone seemed so weak to him and were nowhere near his intellect. Right now that didn't matter as much to him, what mattered was trying to repair the damage in his own heart, to make a new life for himself. Loki found a bench in a park, he sat down in deep thought. He was exhausted from fighting with Thor and had a few minor injuries, he just brushed them aside and continued to think about his next move. Standing up he walks down the stone path keeping his head down.