This review contains spoilers for Episode 3 of Loki.
So who actually runs the TVA? What does it actually do? Why is it run? These are just a few of the questions that we asked at the end of Episode 3 on knowing that everyone at the TVA is a Variant. Well, they are not answered by this episode. Oh, and how do Loki and Sylvie make it out of Lamentis? (Well we always knew they were going to make it out, didn't we?) But a whole lot of things happen in this episode.
This episode deals with the Nexus event - one that happens in Sylvie's childhood on Asgard (my theory of Sylvie being Frigga blown away to smithereens) and one that happens on Lamentis. Sylvie's abduction is very painful and happens when she is playing. The person who brings her in - Ravonna Renslayer. Ravonna is understandably upset as she has been defeated by a child. The Lamentis Nexus event is how the TVA lands up in Lamentis and captures Loki and Sylvie.
Mobius obviously feels betrayed and asked Loki to confess everything. Loki doesn't and is thrown into a place that looks like Asgard. To his dismay he finds that it is a time loop - Lady Sif berating and beating him - happens again and again. To escape this, Loki spins a tale and at the end of it we know that Loki is a true narcissist.
Marvel also does a great job at showing Loki as more of a human and Sylvie as an anti-hero. There is a moving line which Loki says while in the time loop, if I remember right. He says to Sif, that he always craved attention because he was scared of being alone. Obviously, this stems from the fact that he has been adopted and is not a true born child but hearing him voice his fears out makes him more human and believable. After Infinity War, Loki does not need redemption but voicing out his fears along with his breaking down in the first episode ensure we warm up to him more.
This happens even in Sylvie's case when she recounts her story. She has been wronged by the establishment and seeks answers more than revenge. And when Ravonna tells her she does not remember it, she is hurt to the core. She knows Ravonna holds the key to her childhood and all the good memories in her life.
The way the episode ends, it looks like MCU is setting up the stage for Doctor Strange : Multiverse of Madness. Oh, and also to know who actually runs the TVA. I won't say anything more, go and watch it.