Thor Ragnarok Trailer Breakdown: 23 Things You Must See
20. Goodbye Mjolnir
So, not only can Hela hold Mjolnir, she's also powerful enough to crush it entirely like a child's toy. The size of this revelation should not be under-estimated. It had been assumed Thor would somehow become unworthy and lose control of the hammer, but to see it unceremoniously smushed is a real, symbolic way of saying that "sh*t is about to go down".
It's also a perfect way of establishing Hela's threat - arguably even more than killing anyone.
It still doesn't go down with a fight, reminding everyone that it's still a super powerful Marvel artefact and messing with it has consequences...
This alleyway is definitely Earth. And clearly, Thor was not prepared for this show of power.
The most interesting thing about this scene is that Loki is actually with Thor in the alley as Mjolnir explodes. So that would suggest that the scene already teased in Doctor Strange of Loki and Thor looking for Odin on Earth actually happens right at the start of the film.
So by this timeline, it would seem that the film opens with Thor going to Asgard, presumably timed simultaneously with Loki accidentally freeing Hela who takes over - Loki and Thor flee to Earth to find Odin, knowing he has stopped her before. She chases them, destroys Mjolnir and captures Thor and allows Loki to go free (perhaps because she recognises he's a bad guy, or because he tricks her?)