The frost giant
One of the key parts of Loki’s arc is his struggle to find out his identity. Through the course of the MCU films, Loki constantly switches sides and swears his allegiance to Odin, his adoptive father, and Laufey, his biological father. Despite knowing who his real father is, Loki suffers from an identity crisis that raises suspicions about his true parentage.
That is until we see Loki through the eyes of a computer monitor. The heat signature in Loki’s cell showed that he was as cold as could be. If you didn’t know, Laufey is the head of the Frost Giants, and Loki’s lack of body warmth would indicate that he is indeed a Frost Giant himself.