You need to watch more of the series. The only characters trying to kill Loki are Heimdall, Odin, and a third which I shall not utter for it will ruin the final episodes. The others are sent to kill Loki by Odin but don't really feel like doing so. Freyr, Freya, and Thor aren't really evil. They mearly have their own agenda's.i'm watching the anime right now, actually.
it's a mainstream kind of anime, a little kiddified and silly at times,
but i'm still amused that how Heimdall, Frey, Freya and all of the other Aesir are depicted as evil (and also small children like Loki) and are trying to kill Loki.
gonna try out the game. can't turn a good 32meg rom down!