Odin's confirmed sons are Thor, Baldur, and Vali.
On different accounts it has been stated that gods such as
Heimdall, Vidar, Brag, Tyr, and Hod are sons of Odin, however for
most either their mother or their father cannot be positively
identified.
Loki is the adopted son of Odin but is not of blood lineage.
Loki is actually of Jotuun and is of frost giant lineage due to his
parents Farbauti and Laufey.