The Marvel Studios' Phase 4 has progressed on the small screen thanks to its exclusive content on Disney+. So far, there have been three MCU TV shows, including the ongoing Tom Hiddleston-led project, featuring the actor reprising his role as the God of Mischief. While the shows have been separated from each other, subtle references emphasize the franchise's interconnected storytelling.
Loki's first episode, titled "Glorious Purpose," features many Easter eggs connected to elements within the bigger MCU. That includes kicking things off with the re-telling of the trickster's escape in The Avengers. He learns about his fate, however, in the Sacred Timeline thanks to Agent Mobius M. Mobius, who catches him up on the life he would've lived if he stayed his course and didn't branch out from the proper flow of time. Despite this, Marvel Studios was still able to sneak in a subtle meta-reference to what happened in WandaVision during one of Loki's signature rants.
During his sit-down meeting with Mobius, the TVA Agent insists that he only wants to understand Billy and Tommy, were fantastical, created through Scarlet Witch's accidental use of Chaos Magic.
As Loki said, the illusion "was a desperate attempt at control." While the creation of the Hex that led to the Maximoff Anomaly was purely inadvertent, it was also part of Wanda trying to reign in on her grief of losing Vision in Avengers: Age of Ultron, Wanda candidly talked about drowning in her sorrows; every time she attempted to get back on her feet, she's hit by a new wave that would knock her down. As one of the most powerful characters in the MCU, it's heartbreaking that she felt powerless throughout her multiple losses.
Since Loki and WandaVision exist in separate MCU timelines, there's really no outright narrative link between the projects. However, both are confirmed to tie in partnering with the TVA to catch a more evil variant of himself.