Around six centuries ago, there was a young woman who lived in germany. She lived a very ordinary life on her farm. However, that all changed one day when a couple of norse gods showed up. After her initial distrust of them, she learned their names were Thor and Loki. They learned hers was Heidi. They became fast friends while they stayed on her farm, and learned much from each other. The young gods thought of a worthy title for her after witnessing her ferocity when protecting, and called her Smárulf, or little wolf. On one such time together, Loki was practicing a new spell. Thor had teased him however, and in his frustration, his spell changed, and hit their Smárulf. They had no idea what happened though. In that next winter however, Heidi took on a deathly illness and passed in the care of the brothers.
The brothers, grief stricken, returned to Asgard.
Meanwhile, Heidi's course in death did not quite go as planned. She ended up in a type of limbo, and remaned there for near eighty years. She was reborn to a japanese family of samurai then, which proved to be quite different from her previous life. The biggest difference was her new body. It was male.
The allfather was informed of a human soul that had been reincarnated, which shouldn't have been possible. Loki was told that it had been his Smárulf that had been reborn. He was overjoyed at the thought of seeing her again. A thought which was quickly shot down by the allfather, who forbade him from telling Thor as well.
Heidi, now Daisuke, lived the way of a wandering samurai. He died at age twenty four, when he caught another bad illness. He was stuck in limbo for many years again, and again, was reborn.
Smárulf's new family was French. And she was female again, which was soon proved to be not much of a good thing. She managed to pose as a man and fight in the thirty year war, despite her gender. She was discharged however, when she caught the her third bad illness, and passed away at the age of twenty eight.
On her fourth life, she was once again male. This time, he was born to a poor family of scottish farmers. This life did not last long, as when Smárulf, now Aodhan, died from famine at the young age of fourteen.
On his fifth life, he was named Agata, and born female in Spain. She helped supply soldiers in the first carlist war, but was killed when found at age twenty five.
Her next life however, will be going a bit differently. For she will be reborn as Steve Rogers, who would become famous as Captain America. This is where things start getting better.