Originally Posted by Mjölnir
According to basic physics he didn't do a thing to help him, apart from landing on soil instead of metal. He jumps out (if he flew he would have landed further away from the cage, nor would he have landed head first) sideways, which does absolutely nothing to change the force downwards. The only way he changes the speed of his fall is if he jumps up.
But, as I always say, the laws of physics shouldn't be taken into account too much when superheroes are around. For example, things like Hulk punching the leviathan would cause Hulk to fly away because he has so little mass compared to the leviathan, and the force he's producing. And even if he didn't fly away he wouldn't have been able to cause enough traction with his feet to slow it down like he did.
But in the matter of physics, wouldn't Thor have dissipated the energy from traveling at terminal velocity by exerting force in another direction and bursting from the cage? Whatever amount of energy built up would be mostly have been spent by bursting out of the cage, right? It would be like dropping a ball from a roof, then hitting it before it touched the ground. The ball would then hit the ground with only the force you applied to it because the force from the fall was exerted when you hit it.