Well action and fight scenes definitely for one. Also, as far as drama goes, there is certainly a lot more of that in Thor. What Iron Man had going for it is with the narrative structure, it didnt have so many moving parts so you got to spend just a lot of time with Tony, getting to know him and those close to him. Iron Man also had a more straight forward origin story that you could kind of work your way through. With Thor, in the space of a film they have to establish who Thor is, how arrogant he is, how he gets banished, how he can redeem himself enough to end up back in Asgard, and then also Loki's development, how he gradually descends into villainy for future films, as well as introducing both fantasy and cosmic concepts into a fairly real world based MCU. They had a LOT to do, so to have compiled all that and come away with a great film is a huge achievement. Iron Man 1 didn't have the weight of the whole MCU on it's shoulders at the time.