Coulson: You have no memory of who you are?
Lady Sif: I know I am from Asgard, but I do not remember my home there. You tell me my name is Lady Sif, but why I left Asgard, what brought me here to Midgard, why I wear these hides instead of armor; a mystery.
Coulson: One I'll help you solve. I'm sure a clue will turn up somewhere.