Though it might not seem like it now, considering the character has taken over the world with his latest movie and become one of the most integral parts of The Avengers, 2011's Thor was one of the biggest gambles of all the Phase 1 Marvel movies.
Where other flicks released in that initial run, most prominently Iron Man 1 and 2, had established a semi-believable world that was grounded in science-based explanations for why there could be robot men and big green monsters crashing through New York City, Thor's focus on Norse Gods threatened to throw all of that into disarray.
However, moving the action off-world and introducing an entirely new cosmos of possibilities paid off for Marvel in spades, setting the groundwork that made the likes of Guardians of the Galaxy possible.
That said, while it eventually proved to be the right move, the initial transition wasn't easy, and it puts the original Thor in a strange position on a rewatch. Trapped between needing to mesh with the science-based Iron Man but also wanting to tell a full-on story of Gods, magic and monsters, the character's introduction resulted in one of the most interesting flicks in the entire MCU.