Though Marvel has a solid track record of spotting early talent, Kate Herron admits that her selection to direct and EP the first season of “Loki” surprised even her. “I knew I was a wild card,” says Herron. “I knew I wasn’t going to be the most experienced person in the room, but I could be the most passionate. I got my agents to call them every day until Marvel was finally like, ‘Fine, bring her in.’ I just tried to give them a big download of my brain and hoped they would be into it. And they were, and I’m forever grateful to them, because it has changed my life.”

In addition to her passion, what Herron had going for her was an impressive group of short films that showed her unique style and voice. The films, which did well on the festival circuit, helped her secure her first TV directing gigs,...