She didn't exactly know what a Frost Giant was, but the name was a bit descriptive. Wasn't Loki Asgardian? She decided she'd have to ask Peter at some point.

"So then.. you normally look like this." It was a half question, half statement and she was already making connections that if that was true, it meant Loki was hiding a lot of the time. It raised more questions, but she knew most of them he probably wouldn't want to answer.