I'm trying to figure out which Loki Journey into Mystery trade I'm supposed to buy first: is it the Fear Itself volume? Amazon's listings seem to imply that.
That is correct. Little Loki himself first appeared in the Mighty Thor
arc "The World Eaters "written by Matt Fraction, but the Fear Itself
trade is the begining of his solo tales (But don't worry, JiM tells the story much better than FI itself did). But, while the Loki bits were by far the best part of TWE, "The World Eaters" as whole was pretty bad.
Apparently Loki played a big part in the recently completed Tanarus arc in Thor, and as that seems to be getting better reviews than TWE did. As a fan of little Loki, I might pick up the trade when it's released.
One thing that kind of irks me-- I recommend JiM to anyone who will listen, and one of the selling points I use is that it's a $2.99 book. But now, it's soon to enter a nine-issue crossover with The Mighty Thor
-- which is a $3.99 book. So much for that selling point...