At the end of Thor, Loki apparently committed suicide - but just how did he survive? The destruction of the Bifrost Bridge at the end of the first Thor film condemned both the God of Thunder and the God of Mischief to dying as they plunged into Yggdrasil, the World Tree. Fortunately, Odin came to their rescue; but Loki was unwilling to be saved, emotionally devastated when he realized he would not receive his father's approval. Loki chose to drop into Yggdrasil, seemingly committing suicide.
Of course, you can't keep a good villain down, and Loki returned in army of Chitauri in an attempted invasion of the Earth. Quite how this came about has never been explained, not even in the official tie-ins, and it all seems rather too fortuitous. How did Loki survive his suicide attempt, and wind up siding with Thanos? There's been heated debate among fans ever since 2011 - but the answer may be pretty simple.
Related: Ragnarok Revealed The Real Reason Odin Stripped Thor Of His Power
Firstly, it's important to that Loki is the Trickster God. He's a liar and a manipulator, and deception and intrigue is essentially his superpower. That means every word he says is suspect, and his every act has to be questioned. There's no doubt that his heartbreak in that crucial scene is real; it fits perfectly with Loki's entire character arc, including in scenes that neither Thor nor Odin witnessed. But that doesn't mean his suicide attempt was genuine. It's entirely possible Loki allowed himself to plummet into Yggdrasil because he knew that he would survive by using the very portals he'd previously used to travel to other realms - in Thor and in various other movies.
According to both Thor and send Thor to Earth in The Avengers by tapping into dark energy, at great personal cost; Asgard needed to rebuild the Bifrost before it could send its armies out to defend the Nine Realms and hold back the encroaching darkness.
This theory also fits with Loki's psychic link with Dr. Selvig. Presumably Loki established that link while on Earth, figuring it would be a good idea to keep an eye on Thor; he believed he'd talked his brother into remaining on Midgard, but it would be best to watch him from afar just in case that changed. Loki learned of Avengers: Infinity War. He already knew Loki's reputation for cheating death - because the God of Mischief had been doing just that when he first came to Thanos' attention. This is a simple explanation, but it draws all the threads together pretty effectively.
