When the God of Mischief was apprehended by the Time Variance Authority in the season premiere of Loki, he found himself being processed alongside one other human Variant. When that unnamed character didn't take a ticket, he was immediately pruned, leaving the Asgardian to come to terms with exactly who he was dealing with.
Now, some concept art revealed in Assembled: The Making of Loki confirms that Marvel Studios once considered some high-profile cameos from the wider Marvel Cinematic Universe.
As you can see, there's a Skrull (who did make it into the final cut of Loki's first episode), members of Yondu's Ravagers, and a bona fide Guardian of the Galaxy in Bradley Cooper's Rocket! As cool as that would have been to see, it might have confused a lot of regular viewers this early in the series, especially if he'd been pruned shortly after.
It is, of course, also possible that this piece of concept art was used simply as a way of showing what the TVA could look like, and we don't know if a Rocket cameo was ever actually seriously considered.
Still, it's fun to think of what might have been. Outside of Jaimie Alexander's Sif, Loki didn't feature many cameos from the MCU, but we did get to meet plenty of exciting new heroes and villains. You can read our interview with Kid Loki actor Jack Veal about his debut by clicking here.