It had been years since Loki's first arrival to the Midgardian realm. Staying in Asgard to rule as Odin was one of the best plays he made since being here last. He finally got what he wanted - the throne he deserved. But there was something he missed. Something with great power that would assist in his rule. He had not seen it since his defeat.
"Two years ago today....my how time flies." he muttered to himself, wandering through the hallway of a hospital. From the watchful eyes of Heimdall, 'Odin' was informed of the fall of SHIELD, the ones who incarcerated Loki in the first place. And upon visiting the observatory before his departure, the king asked the watcher about the ones responsible for such a occurrence. Perhaps this was the key he needed to find what he longed for.
"He is called the Winter Soldier by many he works for, but Thor's brother in arms calls him...Bucky. Resting in a mortal healing chamber."
Given this information, the trickster left for Earth the next day to find this soldier. That is how he ended up the ICU, masking his appearance to be one of these doctors that were in plethora here. It would only be a matter of time before he found the man.