She appears out of a dark cloud following Odin's death (why it happens RIGHT after his death in just the right place another question entirely probably never get answered). I suppose it's possible she could've left Asgard in similar fashion... (Although why she had to use the Bi-Frost to get there also another question). Anyway, Thanos needs a companion Death. Hela being a goddess may just want to assume that role? Thanos's ship does appear right at end of Ragnarok... Coincidence?