Originally Posted by Mjölnir
Frigga is a common anglicization of Frigg so there's nothing wrong there. The gods' names aren't always pronounced like on Iceland in Sweden, Norway and Denmark either. Not that such things really matter since the Marvel comic pantheon has many differences from the myths and can only be treated as a separate thing, just inspired by the original.
On top of that the movies also differ a bit from the comics, for example in that the movies don't treat the Asgardians as gods at all which makes it likely that in the movies Frigga was Thor's real mother.
That is true, the point of my post was more to raise some interest in the original stories of the god of thunder.