"Infinity War" begins with the shocking death of one of the most popular characters in the Marvel Cinematic Universe, Loki, in the hands of Thanos. After Thanos has found the Space Stone, Loki tries to stab him in the neck. Thanos stops him and strangles Loki to death. But one popular theory suggests that Loki, who faked his death, did not really die.
A reddit thread theorizes that the Loki we see is in fact an illusion because he uses his left hand to stab Thanos, even though he is right-handed. The theory argues that Loki only used his left hand when he faked his death, as in "Thor: The Dark World".
It's a fascinating theory, and after seeing "Infinity War" again on Blu-ray, I find it more plausible. When Loki Thanos hands over Space Stone, he uses his right hand. Then the hulk appears and a few minutes pass between that moment and when we see Loki again. It is possible that during that time Loki disappeared in his place and projected an illusion, and he has shown the ability to cast illusions from afar.
However, I have my reservations. It's hard to believe that Loki could have disappeared without anyone noticing, even when Thanos and Hulk fought, and when he did, where did he go? The prospect of Loki returning to Avengers 4 to defeat Thanos is exciting, but is not that the purpose of Captain Marvel?