Loki's finale episode aired on July 14, paving way for a second season of the series.
Loki is not a superhero. He is afraid, just like any of us. He is an adopted son who grew up in Asgard under the pressure of overthrowing his brother Thor, who is considered one of the most powerful characters in the MCU, to become the king and rule Asgard. While in Avengers we witnessed things go sideways for the 'God of mischief,' he really tries to be something in the new series Loki.
However, Loki as a character is still insecure and will probably always be. He has the likes of Mobius (Owen Wilson) standing by his side through thick-and-thin, and yet, Loki would choose to sideline him, for a version of himself - Sylvie.
Sylvie, who was initially a Loki, entered the series as a devil hell-bent on destruction. After Loki met her, she is revealed to be a warrior with a glorious purpose - to overthrow the TVA, which is nothing but a sham. She helped Loki and everybody on the TVA, know the real truth. Eventually, Sylvie even ended up changing history and the course of life.
It is also probably why Loki fell in love with himself, or as we know it, a version of him. Loki and his female version, Sylvie, ended up sharing a long hinted-at kiss in the season's finale. Was it incest? Who can say? Was it normal? At the face of it. Did it change anything? A lot.
Loki is literally in love with a version of himself. That is the storyline that has been followed ever since Sylvie entered the plotline. Loki and Sylvie trusted each other like none other and were seen getting intimate as much as you would expect from a Loki (they shared stories about their mother, which a Loki wouldn't usually open up about).
The two have been on adventures together. They got out of situations where the world was ending (the apocalypses, beating the giant cloud monster Alioth). It would just not make sense if the characters don't fall in love after seeing each other through their weakest moments, right? Of course, eventually, Loki (here, Sylvie) shows his (her) true colours. Sylvie ignores and ditches Loki for a mission that might have become a moot point towards the end. She goes around like the kiss meant nothing and Loki is left in another dimension, wondering how to get back and stop Sylvie from going on another suicide mission. All Loki wants to do, is stand by Sylvie (a version of himself)'s side. What could get worse, you ask? Mobius, the core reason Loki became a little tender and found Sylvie, has forgotten who the 'God of Mischief' is. Now, this begs another question - will Loki go back to his old self, of never trusting anyone and this time, will it include a version of himself (Sylvie)? If you recollect, Loki has always kept himself ahead of anyone and everyone. He has 'stabbed people in the back at least 30 times,' as Mobius mentioned early on in the series. Thus, it is clear that Loki loves nobody but himself. However, he gets to witness his end, at the hands of Thanos. Mobius, from the TVA, helps him show what could and would happen if the timeline remains unchanged. That is when Loki decides to turn a new leaf. However, can a character like him change for real? Does he have it in himself to keep challenging destiny and do the right thing? Till how long? One thing is for sure, the web series has established that nobody loves Loki the way the 'God of Mischief' loves himself (or here, a version of himself). More about this will be revealed in the second season of the show. It will be interesting to see which arc the makers choose to explore with the new season, now that the first one has ended at a cliffhanger nobody saw coming, but somewhere expected.