Her hair was doing some thing where it drew his eye. It almost seemed alive in the sentient sense and that made him a little curious. Deities did strange things. Some made flashy appearances and disappearances, some did superhuman tricks like flying in corpus form before mortal eye and some just tried to blend into their surroundings. Loki generally did the latter. He wasn't given to sparkles or flashes of light. Nor was was one to show off and start shape shifting before others. If his hair mussed, it was because he liked it that way and not because it did it on its own.
This goddess' hair appeared to be mussing itself. Eye catching and a touch bizarre, but he'd seen stranger. If anything it just added to his being intrigued by her.
He was a little taken aback at her bluntly asking who he was. She didn't introduce herself first, which was generally proper form unless someone felt threatened and didn't want their name to be known. Loki hardly considered himself threatening, especially not in appearance with his jeans, plain tee shirt and leather jacket.
If anything he thought he looked friendly and approachable. Or at least as approachable as one looked in black leather.
"Name's Loki," he said with a nod in greeting. He never bothered to include his location in introductions. Loki found over time that he was notorious enough a character in his pantheon to be a household name nearly everywhere. Plus he didn't really consider himself Norse any longer. It might be where he belonged, but they'd effectively kicked him out of Asgard with little to no hope of ever going back. Why claim a pantheon that didn't want you?