Haunted
Sometimes, he sees them. All the people he has killed, on purpose or by accident comes back from their ghostly plane, to taunt him, to mock him, to hurt him. To remind him of everything that he's done, to remind that he will never be free of the man he used to be. To remind him that there is forgiveness he can never get, things that he can't make up for. Redemption doesn't resurrect the dead.
He sees Laufey, laughing at him calling him a runt, unworthy, a painful mistake. I should have made sure that you were properly dead when I abandoned you, Laufey's ghost says and Loki's eyes get bright with unshed tears. Laufey's ghost is very cruel, reminds him that he is unworthy even of a race of monsters, asks him if he thinks himself better than any other Jotun. Little ice monster, not good enough of being a prince. I did well in leaving you kinslayer and kingslayer. You're unworthy of anything you've ever gotten, unworthy of life.
But the ghosts change, although Laufey is one that appear very often, there are others that hurt more. Like the ghost of his mother, reminding him how he without knowing it sent her killers to where she was. After all I did for you, Loki, after all that I loved, all that I taught you, and this is how you repay me? I looked after you your whole life, and the last thing you ever told me was that I was not really your mother....
Loki's head hurts, and his chest hurts, and his throat hurts and he closes his eyes and put his hands on his ears, but he can still hear her voice, so painfully clear. And it hurts him, even though it's a voice that used to give him so much comfort now it hurts him because he knows that those things she's saying are true and he hates it. He hates that he did this to her, he hates that he's hurt all the family he's ever had.
The Chitauri come often too. They ask him why he led them to extinction, why he got them all killed, when he'd done nothing to them. You promised us glory and power if we followed you, and we were obliterated. We weren't the ones who hurt you, and yet, you got us all killed. You lived and we died. For what? For nothing, for a failed crusade that went nowhere. And you killed us all. Aren't us monsters your kin? If you hate yourself so much why can't you kill yourself properly?
All of those ghosts want him dead, and Loki figures it's logical. They are dead because of him, and he still lives. Granted, he's died a few times, but while he's always come back they are dead, forever and ever and it's not fair, it's never fair. These ghosts come at him when he is at his lowest, and whisper in his ear all those horrors about himself he knows to be so terribly true. And he thinks that maybe he should pay attention to those voices and end it all.
He's done enough damage, hasn't he? He's gotten so many people killed, he's destroyed so many placed. Jotunheim was destroyed. Asgard is nothing but ashes. Midgard was ravaged by Thanos. Maybe he's the problem, maybe if he dies, he'll become a ghost himself, unable to hurt anymore and able only to haunt.... Maybe that is the solution.
He is just so tired. So tired of not being able to anything for these ghosts, he is tired of being haunted by what he was and what he still is. All that he's decided to do with himself is wrong, and has had awful consequences. He should have stayed dead, where every day was night and where voices and visions couldn't hurt him any more. And so he tries, but every time he tries there's someone there to stop him. Not ghosts, but flesh and blood people.
Bruce Banner tells him about meditation. Steve Rogers tells him about the benefits of outrunning your ghosts, or smashing them to oblivion in a punching bag. Peter Quill tells him about music has kept him going. Gamora tells him about ways to forget and bury your past. Natasha Romanoff about hypnotic tricks. They are all there, to chase the ghosts away.
When he closes his eyes not to see the ghosts, they make them disappear, so when Loki opens his eyes again there's only a living person, telling him that it will be okay. They replace the voices hurting him with kind words, so that the ghosts will appear less and less often.
These people haunt his ghosts, so that he can sleep, and eat, and live.
And maybe he would never be completely free of these presences, but he wouldn't join them either.
Not while he is an Avenger.