Or then RP!Loki's powers of illusion might be so shoddy because he is constantly - and unknowingly keeping up a MASSIVE illusion of Asgard and all of it's inhabitants as a sort of a coping mechanism since he has no memories of his own and has to piece things together from what little of Loki!Prime's memories there are.

Maybe RP!Loki's sort of personal story - or in Mass Effect terms Personal- or Loyalty Quest - could be about finding out what all the things he is seeing are about - and somehow contacting Loki!Prime to either merge with the original or at least to get some answers and maybe a bit less confusing start for his story... Not to mention a happy conclusion.

On a side note how creepy would it be if an alternative you was sending you passive aggressive text messages?