I have made several separate posts on what could be a good approach for Thor... I will endeavor to compile them into a comprehensive concept, and see if it works (this is gonna be long):
The movie opens showing the formation of the cosmic egg. We see stars and galaxies all collapsing into the center of the universe (and glowing mass). Eventually it is totally dark except for a single pin of light... then BOOM, the big bang occurs. We see a ripple of matter and energy turn into some kind of turbulence hurling through space (this spins and morphs and esentially becomes a pocket dimension, known as Asgard). We move inside and we see a huge battle going on. Thor has incited the conflict, and though he and other gods defeat the Frost Giants Odin is mad because the battle nearly brought about ragnorak (it has happenned before, and all of Asgard was destroyed, needing to be reformed over eons).
Thor is essentially banished to Earth to learn about mortality and loss, and comes to reside in the body of a deceased Dr. Blake (ala Heaven Can Wait, where Warren Beatty's character is put into the body of another person at the precise moment that person dies). There is a scene where we get a first person view for the movie-goer, soaring over the sea and land closing in on Earth. We slowly decrease in altitude, so that we can start to hear the ambient noise of the city below... the sounds of sirens begin to become noticeable... We get very close to ground-level and see firemen trying to get someone out a twisted car-wreck, he checks for vitals, and says, "He's gone"...
Then with a gasp, the guy sits up sharply... the scene cuts away and fades in to a hostpital room. The guy (we discover is Dr. Blake) is having trouble remembering what's happenning, and the movie moves forward with the Blake character re-adjusting after the accident and getting back into the swing of being a doctor. Everyday that he faces a medical situation is like a new revelation to him (of challenge, and drama, instensity, and a lesson in the human condition)... He is slowly able to settle into a life as a doctor, by way of recovering Blake's doctor knowledge... he still doesn't realize that he is Thor, and he does not realize that these are Blake's memories (ala RoboCop... seeing images from Peter Weller's cop character's life).
Interspersed are scenes where Thor / Blake wakes up in cold sweats, from very vivid dreams of battle scenarios and Asgardian monsters. Loki comes a calling on Earth, to get revenge against Thor. He tracks him to Blake... and bit of a psycological thriller ensues. Eventually Thor has total recal and discovers that he is Thor within the body of a fallen Dr. Blake, sharing his memories. We find out that Loki came to Midgard by making a deal with the Enchantress... creating an additional plot device for the introduction of her as a villain in a future film, or even in a component of the Thor movie...
As Loki hounds Thor (he wants him to remember who he is, to make his revenge sweet), Thor realizes the cane that he has been using from the car accident injury is Mjolinir, and voila... The battle ensues trashing Blake's home setting it ablaze. (Loki heads out of there, and Thor pauses for a moment to regard Blake's body, which has been vacated... lying on the floor as the flames grow in the house. Tor is somber for moment, and says something to the effect that though he knows that Blake's consciousness has long-ago flown from this mortal shell, he wants to thank Blake for all that he did in life. His good works and commitment to helping others has shown him the way to true honor and nobility. He bows and flys out... The idea is the loose end in tied up with Blake being romoved from the picture... it would be reported that he died in the fire).
As the fighting goes on (out over a body of water... perhaps a Lake, so people see something going on, but it is too far away... lighting and storm clouds crashing and swirling... Loki summons some Frost giants through a portal and the water touching the portal freezes creating and ice island for the battle)... Then there is a sequence where Loki mentions to Thor "I know you can feel the very life-force of the this world flowing all around you. Brother, you are made of Midgard... it is were you belong... That is why our Father sent you here really. Let us not squabble... Together we could rule this realm beyond even as the gods did long ago... You can be as Odin here. Thor, hesitates to ponder that he is born of Midgard (Gaea being his mother and all), and he feels the forces that Loki speaks of. But he no longer craves power the way that Loki does. He state that his time on Midgard has shown him the real value of existance in this universe... he expresses that he has learned about helping others, and protecting those in need... Back to figting action.
Of course Thor wins... and Loki is sucked back to Asgard. Thor flies off to a cave somewhere to meditate and commune with Odin. He explains to Odin about his redemption and the possibility of returning to Asgard... Then Odin informs him of other recent events on Midgard, and the need for a protector... Odins tells Thor that he has a new calling to serve the mortals. He does as instructed, and stays in Midgard...
Now... All the conflict, and trans-dimensional energy, sets off SHIELD sensors and IM is sent to investigate. Thor hears something and looks up... He sees and object zoom in from overhead and land nearby. He walks to the top of a nearby hilltop to get a better look. An armored figure looks up at him, and Thor says "What is your purpose?". The close of IM2 has the same scene, but from IM's perspective... (or Coulson shows Fury some photos of the conflict, and satellite images to track THor to the cave... Fury says contact Stark to go check it out... then the hilltop scene).
Later in the Avengers film, there is a scene where Cap saves the day by wieilding Mjolinir (I prefer the idea of Cap using it, after Thor is knocked aside, to crush the Cosmic Cube). Thor determines that the universe has revealed to him the most noble and pure-hearted warrior... and he commits to fighting by his side for all time.
