And, interestingly, his uniform is marked with the letters TVA, which stands for Time Variance Authority.
This is the organisation in Marvel comics who police the Multiverse i.e. time cops.
Meanwhile, concept art for the show saw Loki in a city scene with a Jaws poster in the background implying he was in 1975.
But here’s the thing: Loki can only travel through space with the Tesseract, so he will need the Time Stone.