7. Anyone Assuming They're Talking To The Real Loki - (Thor/Thor: The Dark World/The Avengers)
Loki is the God of Mischief - he is famed for his mastery over illusion - yet even those closest to him persistently fall for his tricks. In the first Thor film, Loki used his illusion powers in battle against Thor on a couple of occasions. He then used it against Thor again in the Avengers movie (to the point that Loki even said to his adopted brother "are you ever not going to fall for that?"). Then, in Thor: The Dark World, it seemed that Thor had turned a corner; whilst Loki was in his cell, looking prim, proper and quite happy, Thor saw through it and told him to stop with the illusions. This prompted Loki to reveal the real dire state of both him and his grotty cell. However, at the end of the movie, when Thor thought he was speaking to Odin, it would become apparent that he was actually speaking to Loki. Of course, Asgardians aren't the only beings to fall for Loki's illusions - both Agent Phil Coulson and Malekith have, for starters - but you'd think those closest to him would be able to tell the difference every time by now.