Thrawn, also known as Mitth'raw'nuruodo, is a character invented by Timothy Zahn. He is of the Chiss species, and serves as the antagonist in many of Zahn's Star Wars works. Thrawn is a brilliant military strategist and is rather eccentric (and very cool) in that he predicts his enemies moves through studying art: the art of their species and the art the opponent in question prefers.
Now for some pictures of Thrawn:
And here is where you say: what's the big deal? They're both antagonists, and they both have black hair. So?
The big deal is, Loki looks like an Asgardian in the pictures I've shown you so far. Want to know what a Frost Giant looks like?
And yes, Thrawn looks like a normal Chiss. Here are some pictures of other Chiss if you don't believe me.
So, let's recap. Both Thrawn and Loki (in their normal forms) have blue skin, red eyes, black hair, and are antagonists. Another thing to consider is that both could be deemed rather manipulative.
See, they're related!