Mystery to solve

You have lived in the palace since your mother died. You had no other relatives and your father had died before you were born, so Queen Frigga took you in.
You didn't get to spend much time with the young princes though. They were always studying or training or playing together. Sometimes, very rarely, when they did invite you to hang out with them, you always seemed to enjoy Loki's company more than Thor's. Before you knew it, you had a huge crush on Loki, but you were really good at hiding it.
As the time went on and you grew, you rarely even spoke to them. A greeting nod was all Loki gave you, when you passed each other in the hallway.
Some years later, you heard that Loki had died. You hid your deep sorrow well, but every night in your bedchambers you cried yourself to sleep.
Few months after his death you start to see weird things and you are certain that you are going crazy from all of that heartache and grief. But soon you come to conclusion, that Loki is alive. Now you just have to find him.