You can be whoever you want. This is set in Asgard right after Avengers during Loki's trial. Odin just said taht Loki's birthright was to doe and sentence him tothe dungeons. PS: Don't mind the voice

Laufey is the king of Jotuns. You are Loki, you were casted out from Asgard (reason is on you). They sent you into Jotunheim without a weapon or food, without proper clothes. A Jotun finds you and brings you to Laufey. You can be any gender, because Gender-fluidity of Loki