Before I woke up here, he had created a pocket dimension and stuck me and my brother in it. That dimension was a series of crappy television genre shows. We had just finished the procedural cop show segment of our torture. Complete with the sunglasses at night and the crappy puns.

He's basically a trickster demon. Loki is associate with the type, but so would be the native american coyote, or the raven, or greek mythology would line up with Hermes. I don't know if he's the actual Loki, or using it as a stage name when convenient.