“I love the Nordic mythology in Skyrim, and I also love the Avengers, so I decided to make Loki in my game. He focuses mostly on Ice Magic, summon Ice Atronachs, and uses a staff as a weapon when he does use one.”
- Image credit: [x]
If you want to get the similar kind of horned helmet that Loki has, the closet I know of is the Masque Of Clavicus Vile.
You can get it by finishing the Clavicus Vile plot in Falkreath.