Others have touched on the hair part and the hulk issue, as for what I bolded. In one of the children's novels that came out that has the first bit of Avengers in it (and I know, those aren't necessarily canon, but I really liked the description) I think it describes Loki's arrival as him kind of literally having to claw his way through the portal (when I get home from work I'll see if I can find it and quote it), which lets me think that - given it isn't a stable portal (since it collapses), the journey through it might not have been that pleasant. Also, there's this bit from Hiddleston (that I know I've linked to before) where he discusses what he and Joss talked about in regards to what Loki's been through between the end of Thor and the beginning of Avengers:
So, for me personally, I think him doubling over in pain as he walks out is just him loosing that 'adrenaline rush' that fueled his initial attack and kind of, just for a moment, gives into the bad place that he's been through before arriving on earth/lets himself feel that pain. If that makes sense.