Thor

In Thor, we are introduced to the concept of science mixed with magic (though we know it actually is magic) and the reality that gods do indeed exist in this universe. We learn that the realm these gods reside in is known as Asgard, one of the nine realms, and Midgard, another realm, is known as Earth. 

We meet Odin the Allfather, father of Thor and king of Asgard, and Thor’s brother Loki, the god of mischief and trickery. We learn Loki is adopted from the race of Frost Giants who inhabit the realm of Jotunheim and is the son of King Laufey. The Frost Giants are partially the villains of this film but the main credit goes to Loki, whose intentions become malevolent due to jealousy of Thor and the belief that the throne should be truly his. 

Other main Thor characters include Frigga the mother of Thor, though in the comics she is Thor’s stepmother, the Warriors Three (Fandral the Dashing, Volstagg, Hogun the Grim), and Sif. On Earth, we meet Jane Foster, a nurse in the comics changed to an astrophysicist in the films. Original film characters include Dr. Erik Selvig and Darcy Lewis, who are Jane’s mentor and intern respectively. There is an allusion to Thor’s alter ego in the comics, Donald Blake, who is an ex-boyfriend of Jane’s in the film. 

The connection to the next MCU film is once again at the end when Dr. Selvig is summoned by Director Nick Fury of S.H.I.E.L.D to examine a blue-coloured, box-shaped artifact which is actually the Tesseract, but that is not known at this point. Loki, invisible, mentally intrigues Selvig to become involved in studying the Tesseract. The history of how it came into S.H.I.E.L.D’s possession is explored in the next film, but first, some explaining has to be done on S.H.I.E.L.D.