I don't think on-screen the Tesseract has ever been called the Cosmic Cube, but most on-line sources call it that. Even though I don't even think the Tesseract in the movies does the same things the Cosmic Cube does. It's just your normal, ever-day, four-spatial dimensioned hunk of glowy blue.
What makes up the Infinity Gems/Stones in the comics is obviously going to be very different in the MCU.
Loki didn't take Mjolnir because he wouldn't have been able to pick it up. Remember, you have to be worthy of the hammer to pick it up. Odin, the All-Father could do it and Thor but Loki couldn't. Taking the hammer would have exposed him.
Yes, I know. It was a joke.
On the actual post-credits scene I do find it odd how close Jane was able to stand by the Bifrost effects without ill effect. And in that scene I was partly expecting someone else other than Thor to be there. Like maybe Sif there, slapping Jane and saying "Back off! He's mine" and then we get a bout of cat-fighting between Sif and Jane.
I didn't find any plot holes egregious enough to warrant nitpicking. The only real plot hole I noticed is that Malekith seemed to sense where the Aether was an act accordingly, but got fooled into thinking fake Jane Foster was a real Jane Foster. But that was a cool scene, so I can't possibly complain.
To be fair, we don't know how these illusions work. It's possible that it's multi-sensory (not just visual, lacking only tactile) and that the sense of the Aether was coming from vision Jane just as much as it was real Jane.
Along those lines, usually when we've seen Loki do HIS illusions and tricks they're non-tactile as well. This sort of makes me wonder how he faked the illusion of his death since he was in Thor's arms at the time. (I guess he could have been lying there and made the illusion from himself but it still seems somethings here another case of the magic needing to do what the plot needs it to do.)