Disclaimer: Unfortunately I do not own Harry Potter, the Avengers, or any characters you recognize from J.K. Rowling or Marvel and any mistakes found in any of the chapters are my own.
Many eons ago the Norns spoke of a prophecy. There would be a young girl who once she reached her nineteenth year would be fated to two princes brothers in all, but blood and together they would bring peace to the nine realms. They spoke of the girl's unrelenting loyalty and bravery as well as her kindness, fairness, and beauty. She would bare their runes and they would bare her mark.
Many had heard of the prophecy for it was known throughout the realms. On Asgard King Odin and Queen Frigga constantly reminded their two sons Thor and Loki of this prophecy as often as they could. The King and Queen had an inkling that the prophecy was speaking of thee sons so, they told Loki of his true heritage at a young age. Of course he was confused, but he was glad they told him early own or else his reaction would not have been so pleasant. However this did not change their dynamic, they were still family blood or not. The two princes waited eagerly for some sort of sign that their fated was out there waiting for them and waited a millennium for her.
On earth the wizarding community passed down the prophecy as a legend for generations. Parents would tell it to their children as a bed time story not knowing it's true nature. Only a select few truly believed in it and waited eagerly for it to come to pass.
The two princes started to lose hope in finding their fates one until they both received a vision of a beautiful russet skinned baby girl with striking gray eyes laying in her crib . They had no inkling of the trials that their fated would have to endure as she grew. They had no way of knowing that her father would be framed for the death of his friends and sent away to Azkaban. They had no idea that her mother would be killed be her father's deranged cousin. They had no idea that she would have to fight along side her god brother to end the tyranny of a mad man. And they had no idea what they were getting themselves into.