Loki came to Germany in order to find iridium to stabilize a Tesseract-created portal. To create a distraction, Loki held hostage the attendees of a museum gala. As he gathered his hostages, Loki quipped that it was humanity's place to kneel before him. One single man refused the Asgardian's order. Captain America arrived in time to defend the man as he was about to be killed as an example of Loki's power.
Though not outright stated, the character is heavily coded as having at least been in Germany during Nazi rule (if not necessarily a Holocaust survivor, a popular fan theory), hence his choice to rebel against Loki.