Trickster - Loki - Gabriel
We first meet this character in Season 2, Episode 15: Tall Tales.
At first he is thought to be a Trickster, an immortal pagan demigod who is capable of creating anything or anyone that they want. Tricksters tend to be the ones to deal out the 'what goes a around, comes around' sort of justice. Their 'tricks' are used to punish the people they believe deserve to have a taste of their own medicine.
This particular Trickster also has an incredibly sweet-tooth!
The next time we meet him is in Season 3, Episode 11: Mystery Spot.
The Trickster keeps killing Dean in various, often very inventive ways. Sam relives this same day over and over, forcing him to continually try to deal with Dean's death on a daily basis and his impending death in reality.
Season 5, Episode 8: Changing Channels.
The Trickster sends Dean & Sam through a series of TV show parodies. They have to play their roles in order to survive - or get stuck in "TV Land" forever. Castiel shows up to save them, but is sent away by the Trickster. Soon aferwards they get an idea as to what the Trickster might be hiding and eventually unmask him for what he truly is.
Season 5, Episode 19: Hammer of the God.
Stopping at the Elysian Fields hotel, Sam and Dean are held hostage by a group of ancient gods. The gods want to use them as bargaining chips to stop the Apocalypse. Loki, the Trickster, shows up and warns them that if Lucifer finds out what they are trying to do, he will kill them all. He tries to save Sam & Dean, and has a confrontation with this brother, Lucifer.
Bio/episode recap by Tatty