In Neil Gaiman's works, Loki has a tendency to refer to himself as "Skywalker" or "Sky Walker".
I am the mother to Odin's stallion, Sleipnir. I am the father of Fenrir sun-eater and of Hel half-rotted and of Jormungund the world-serpent. I am Loki Scar-Lip, Loki Skywalker, Loki Giant's Child, Loki Lie-Smith. I am Loki, who is fire and wit and hate. I am Loki. And I will be under an obligation to no one. (From Sandman #61)
And yet there was one among the Gods who had drunk and eaten more than any of the others and still was not sleepy. This was I, Loki, called Sky Walker, and I was neither sleepy nor drunk, not even a little... (From Odd and the Frost Giants)
I can't find any evidence that this name predates Gaiman. There are a lot of people on the internet who are willing to claim that "Skywalker" is a genuine title for Loki, but they could just be assuming that Neil knows what he's talking about. The Eddas don't seem to contain anything like this, at least not that I can find by searching the online versions for "walker", nor does the Wikipedia article about Loki.
Is "Loki Skywalker" just Neil Gaiman making a Star Wars reference, or is there some actual pre-Lucasian source to justify it?
(Note that the Annotated Sandman may eventually say something helpful, but the volume containing #61 doesn't seem to exist yet...)