Ghost
Even though Loki was gone his ghost still haunted Thor.
Everywhere Thor went he would feel the presence of his dead brother. In his own chambers he could hear the laughter of when Loki was a child. When he wandered mindlessly into the library, he swore he could feel Loki siting where he always did and that he could hear him turning withered pages with delicate movements. And when Thor walked to the edge of the broken Bifrost he could hear his brother's final words ringing in his ears. No matter where Thor went he could not escape his brother's whispers.
The first time was like a nightmare.
Thor was alone in his palace bedroom. He sat on the edge of his bed staring into the flames of the fireplace as the wood slowly charred and burned away. That's when it happened. Loki's voice seemed to brush passed his ear for a split second, so quick he thought he had not heard anything at all. He looked around the room before his eyes rested on the fire again sighing. Then it came again, strong, louder and for longer. "Brother". The voice was full of sadness and Thor jumped at the sound. He looked around himself madly knowing that voice belonged to one person only and that he hadn't imagined it this time. But then suddenly, in a rush, the same voice came from all different areas of Thor's room, at all different volumes. Some of the voices spoke harshly while others spoke with kindness. Some spoke the memories they had shared and others spoke with word she had never heard his brother speak.
Thor span in circles, trying to face whatever direction he last had heard Loki. But he could not move fast enough as the voices began to overlap each other. His expression one of pure terror, with wide wild eyes and a gapping open mouth. His breath began to come in raggedly but the voices also began to fade. Half of Thor wanted them to leave him quickly, but the other half of him wanted to hear his brother's voice just once more before he disappeared.
After the first time Thor did not expect it to happen again. But it did. Over and over again and again.
In the beginning he did not believe it.
At first he thought a horrible trick was being played upon him. He believed he was the victim of some cruel jest. Sometimes he even reacted; calling out to whoever he thought was behind it. Soon after many instances though, Thor realised that no one was capable of such perfect trickery and that no one would dare to fool the thunderer. He realised that it was not some terrible prank.
That is when he believed he had gone insane.
Thor started to believe that Loki's voice was all inside of his mind. That his brain had conjured the sounds and had fooled himself. He could no longer trust his own head. Thor slowly began to believe even more and more that the memories and torture of Loki's final moments had twisted his mind. That they had twisted his thought so they tried to preserve what they could of his brother.
And maybe Thor's mind created Loki's voice, or maybe it didn't. And maybe Loki was behind the mayhem, or maybe he wasn't.