Hawkeye's introduction is just weird: not only do we get the silliness of him being in his nest "as usual" (it literally never happens again), but he's also - somehow an immediate expert on intergalactic wormhole travel. Or maybe he's not, because his claim that there is a "door" on the other side of the Tesseract - through which Loki arrives - has to be bull, because it's literally never mentioned again.
At no point is it ever explained how Loki manages to use the Tesseract - which Erik Selvig spends the entire first sequence calling "she" for absolutely no conceivable reason - from the other side. It's incredibly convenient and the kind of thing you'd normally assume might be explained, but nope.
Also, if it's the MIND Stone in Loki's sceptre, why does pressing it against a victim's heart lead to them being under his control? Is the mind bone connected to the heart bone in this world? And it's quite odd that the Stone turns Selvig into a grinning sycophant, but Barton into a cold zombie.