Maybe a new character could be the main antagonist. A powerful sorcerer from a far - off realm who has heard of the power within Thor and Loki's sister. He wants to harness that power for himself and will stop at nothing to get it. He could create all sorts of obstacles for the siblings as they try to protect their sister.
It could be Malekith. He might see the sister as a way to get to Thor and Loki and gain power over Asgard. Since she's a new and potentially vulnerable target, he could try to use her in his dark schemes.
Well, one possible plot could be that Thor and Loki's little sister has some special powers that are a mix of their own. She might be caught in the middle of their feuds, trying to bring peace between them. For example, she could use her powers to stop Loki from his mischievous plans that would anger Thor, while also making Thor understand Loki's motives better.
In fanfiction, her character is distinct from Thor and Loki. Thor is associated with honor and strength in combat, Loki with his slyness and intelligence in manipulation. Their sister can be seen as a bridge between their two extremes. She may not be as physically strong as Thor but has her own form of power, perhaps in the realm of diplomacy or magic that is different from Loki's. For example, she could use her magic to create harmony rather than chaos like Loki. Also, her motivation might be different. Instead of Thor's quest for glory or Loki's desire for power, she could be driven by a need to protect her family and the realms in a more holistic way.
One common theme is envy. Loki may envy Thor's position, strength, and the love he receives from the people of Asgard. This envy can drive Loki to do things he might not otherwise do, like plot against Thor or try to prove himself in extreme ways.
One possible fanfiction could focus on Loki's struggle with always being in Thor's shadow. Since he is the little brother, he might feel overshadowed by Thor's popularity and heroic deeds. Loki could be trying to find his own identity and purpose, distinct from just being Thor's brother. This could lead to a story where he embarks on a solo adventure, facing challenges that force him to rely on his own wits and magic, rather than Thor's strength.
There are quite a few fanfictions out there. In some, she is a powerful sorceress like Loki. For example, in 'Sorceress Sister', she uses her magic to help Thor in battles against dark forces. Some fanfictions also explore her relationship with the other Asgardians. In 'Asgardian Bonds', she forms new alliances and friendships within the realm while also reconnecting with her brothers.
It could be someone who is manipulating Loki to kidnap the Hulk. Maybe an even more powerful villain from the Marvel universe, like Thanos. He might be using Loki as a pawn to get the Hulk for his own evil purposes.
Thor might initially go into denial. He can't believe that Loki is truly gone. He may hold Loki's body for a long time, as if waiting for him to come back to life. Then, he could become angry. Angry at the situation, at whoever or whatever caused Loki's death. Eventually, he may find solace in the memories of Loki. Remembering the good times they had together and using those memories to move forward.
It could be a jealous rival of Jaden who decides to target his little sister to get back at him. Maybe this rival is tired of always losing to Jaden in duels and thinks that by causing trouble for his sister, he can distract Jaden and finally win.
It could be a power - hungry faction leader who sees Four's little sister as a threat to his or her authority. Since Four is already a well - known figure, the sister might inherit some of his influence, and this leader would want to stop her from causing any changes in the established order.
It could be a rogue ninja from their clan who has a vendetta against the Uchiha family in general. Since Sasuke and Itachi are already well - known, the antagonist might see the little sister as an easier target to get revenge on the Uchiha. He could try to kidnap her or harm her in some way.