The multiverse is real. The finale of Loki saw the Sacred Timeline branch off and create countless new realities and it also came with a warning that trouble was coming. It’s been known for some time now that Loki would share some connective tissue with the film that will most directly deal with the multiverse, Doctor Strange in the Multiverse of Madness, especially since Michael Waldron, the creator of Loki, was brought on board to rewrite the Strange sequel when new director Sam Raimi took over; however, according to a trade report, the two projects are going to share more than the brains behind the operation. THR is reporting that Tom Hiddleston is set to appear in next year’s Doctor Strange sequel, reprising his role as (we think?) Prime Loki.
Season 1 of the streamer ended with Loki stuck at a remade TVA where nobody, including his bro Mobius, knew who he was. Disney used the finale to officially announce a second season of the series, but an appearance by Hiddleston in Multiverse of Madness means fans will get more Loki before Season 2, which I’ve heard is RUMORED to shoot next Spring, even gets underway. Since Loki is at the TVA, he can presumably get anywhere at any time, which could explain how he finds his way to Stephen Strange.