A) Where is the rolled die coming from? Bag? Field? Use pile? Prep?
The Field Zone, per Rule 3.3.4:
3.3.4 Only dice that are in the Field Zone may be targeted, unless otherwise stated.
B) What can I target? Die? Player?
The intent is a target Character die, either yours or your opponent’s.
Loki was a Trickster you know...Though not asked, we’ve clarified what to do with the rolled die. Hence, the ability should read as follows:
When fielded, roll a target enemy character die. Deal damage to any target character die equal to the number of energy symbols or field cost rolled on the enemy character die. Return the rolled die to the Field Zone on its rolled character face..