Try to interrogate Loki and find out his plans. Persuade Loki to join the Avengers. Do not listen to everything he says! Do not fall into his manipulations!
After his defeat by the Avengers, Loki was taken into S.H.I.E.L.D. custody and held in a secure facility known as the "Loki Cage."
S.H.I.E.L.D. intended to interrogate Loki and learn more about his plans and motivations, but their attempts were complicated by the fact that Loki was a master of deception and manipulation.