The following contains major SPOILERS for Thor: Ragnarok.
Thor: Ragnarok is one of the last entries in the Marvel Cinematic Universe before the big Avengers: Infinity War crossover and quite a lot happened that's going to impact the Asgardian going into the film. He goes through some pretty major changes in every sense of the word. He changes physically, he changes mentally. His entire world has changed permanently. How will all the things he's lost impact Thor going into his confrontation with Thanos?
The first two changes in Thor's life hit him like the galaxy's biggest, one-two punch. First, shortly after finding him, Thor's father Odin passes into Valhalla. Thor had been on a quest for Infinity Stones and believed that his father was ok. then discovers first that his father is actually his brother in disguise. Finally, Thor finds his father, only to learn that his father is dying. Joy turns to sorrow that quickly. Then, the sister Thor never knew he had shows up and immediately turns Mjolnir, Thor's trusted weapon, into rubble. These few moments by themselves would be expected to rock Thor's world, and they absolutely do. Of course, things don't simply end there. After being captured by Valkyrie and turned over to the Grandmaster for use in his tournaments, Thor loses his hair.
Of course, all that seems minor by the end of Thor: Ragnarok. In the battle with Hela, Thor losses an eye, and then, finally, he brings about Ragnarok itself, leading to the destruction of Asgard, his home. The man we see in the final moments of the movie has been through more than we've seen him experience in four previous adventures. He's lost nearly everything that matters to him. This is a very different Thor.
We've seen heroes lose things in the MCU, but not quite like this. Tony Stark destroyed his Iron Man suits at the end of Iron Man 3, but we never really saw any lasting repercussions from that decision. Captain America is no longer Captain America following the events of Civil War, and while we expect some things for Steve Rogers to be different in Avengers: Infinity War, we don't expect that man to have changed that much. He'll still be the same sort of hero, even if he looks different or goes by a different name.
With Thor, however, things are a bit less clear-cut. Thor had previously rejected taking the throne of Asgard, but with his father gone, his people need a leader and he will be that leader, no matter how much he might not want to do so. Having said that, there's no longer an Asgard to rule over, so Thor is a leader of a people with no home. Thor not only needs to protect his people but he needs to find them a new place to live. This completely changes what could potentially be motivating Thor's actions in Avengers: Infinity War. He can't simply go racing off looking for Infinity Stones anymore. While a menace like Thanos certainly puts what's left of the Asgardians in danger, and so must be fought, Thor now has a lot more to lose than he previously did.
And then there's the method of how Thor does that fighting. Mjolnir is gone and while it's certainly possible that we could see the hammer of the gods reforged in some way, at the moment, Thor is without the weapon that has defined him in so many ways. It's not simply that Thor's battle strategy will have to change, he can't fly anymore, but it turns out that the hammer actually helped Thor control and focus his power. Without it, his power has a tendency to get a little wild. This worked in his favor during his battles in Ragnarok, but one has to wonder if that will always be the case.
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Going forward Thor is a leader, his people will look to him for direction and while he rejected that once, it seems that this time he's ready. Thor may be a sidekick among the Avengers but he is a king in his own right. Don't be surprised to see him act like one in everything that he does throughout Avengers 3 and _4. _