I was quite underwhelmed with Loki and rank it a distant third of the three series thus far, the finale of which was the worst episode in my opinion.
A couple of standout points which didn't work for me:
1. I refuse to accept that this Loki had such a turn around in something like a week. Remember this Loki a few days prior was invading to subjugate earth. He drilled out someone's eye mercilessly. He tried to kill his brother. Loki is the god of mischief. He has been spending countless centuries causing chaos and reveling in it. It's his life purpose. And in a week we're suppose to believe that he has completely repudiated his deeply entrenched life purpose and was willing to sacrifice himself for the betterment of humanity? Not buying it. If this was Loki prime (who died in Infinity War) then I would be on board, but not this one.
2. On average the writing was excellent. So why did they ruin the episodes with combat? The choreography was awful. Once again coming back to the theme, this is Loki. He is the God of Mischief. These conflicts could have been resolved by wit and cunning which would allow the writers more opportunities to get clever. Instead we have cheap fisticuffs which looked terrible. When Loki and Sylvie were standing on guard when Mr Remains' door was opening I was laughing because of how bad it looked. Especially since Loki uses daggers, not a machete or whatever that thing was.
3. It felt completely flat and unsatisfying. It certainly left things very exciting for the remainder of phase four, but provided absolutely no resolution to the series. I was gobsmacked when the end credits came up. I thought we were only half way through the episode. Marvel have traditionally been quite good at making each project have it's own standalone resolution but leaving further story tendrils for future projects. Not the case here.
This point is a bit different, but I was also disappointed in the fact that the end of episode two with the time bombs just stopped. That was a really interesting premise and we never saw it again, rather just Loki and Sylvie arguing with each other for half an hour.
I still enjoyed it and very much look forward to what it now means for the MCU.