In the era of the Marvel Cinematic Universe, there's no ancient deity more famous than Thor - Asgardian, Avenger, and God of Thunder. Actual Norsemen of antiquity, however, might be annoyed if they knew how little the Chris Hemsworth version of the character resembles the genuine Thor of Norse mythology. Though not every retelling of the Prose Edda and Poetic Edda agree about the details of the Odinson's life, they do make it clear that Jack Kirby and Stan Lee took several liberties when lifting their superheroic creation from Scandinavian lore.
It's true that the popularity of Thor in the pages of Marvel Comics, and later the MCU, has increased global awareness of all Norse gods and myths, but unless one is willing to consult the original texts, they're not going to get the whole picture. After all, there are some pretty strange tales of Thor and the rest of the Aesir out there to peruse - and they sure don't look much like any of the adventures that have made it to the big screen thus far.
Everyone knows Thor is the God of Thunder - in fact, him realizing the implications of that role is one of his most important character arcs in Thor: Ragnarok. And as far as fans of the MCU are concerned, thunder is the only thing he's the god of.
The Thor that hails from the annals of Norse mythology, on the other hand, serves many more functions beyond the creation of lightning and thunder. He's also the god of the tides, fair weather, and good crops - and invoking his name could bring one victory on the battlefield, protection from disease, and even fertility. Curiously, Thor is also listed as being the god of oak trees, and most shrines to him were constructed with oak wood.
Thor might not be the strongest Avenger, but most would agree he is the dreamiest - particularly when portrayed by the blond-haired, blue-eyed Australian mega-stud known as Chris Hemsworth. But that's not an image of the Odinson that any Norsemen would have been familiar with.
The Thor of antiquity was usually described as having the red hair emblematic of famous Vikings like Erik the Red, and with a long and unkempt beard. One story does reference Thor's blond hair, but that's believed to be a result of the Christian themes that started to bleed into Norse mythology via authors like Snorri Sturluson in the 13th century.
No other character is more closely associated with Thor than Loki, his adopted brother and frequent adversary. The lore of Marvel Comics states that Loki was taken as a child from the Frost Giant Laufey by Odin and raised in Asgard alongside Odin's natural-born son - but that turns out to be a complete fabrication.
There's no reference to a familial relation between Thor and Loki in any of the foundational texts of Norse mythology. The two are friends that frequently travel together, but that's only after meeting sometime later in life through Loki's association with Odin. They certainly didn't grow up together. Loki was indeed born to a giant known as Laufey, but he was not adopted by Odin - the two were just allies. In the Poetic Edda, there's one singular mention of Loki and Odin being blood brothers, but that's as familial as the God of Mischief gets with the royal family of Asgard.
Loki is often depicted as the "bad guy" of Norse mythology - its answer to the Judeo-Christian Satan - but he's far from a supervillain in the original telling. Though he frequently frustrates the gods with his mischievous nature, he's the only non-Aesir to be invited to live in Asgard alongside them - so they must enjoy his company. In fact, Loki uses his trickery for good more often than he uses it for evil, and some credit him with swiping immortality for Odin and co.
With that being said, the relationship is still fairly complicated. Though Loki is particularly close with Thor, his traveling companion, and Odin, his blood brother, he did also cause the demise of one of Odin's other sons, Balder. For that offense, he was supposedly sentenced to an eternity of being lashed to a rock while a snake's venom dripped onto his face - until he was freed at Ragnarok to take his revenge on Asgard.
Up until that point, however, he was more of a nuisance than a true antagonist.