Odin is Thor's father and king of Asgard.
He is a loving man to his sons, although firm. A wise leader, Odin is the reason why Mjolnir cannot be lifted by strength, and only worthiness. He felt guilty banishing Thor to Midgard, but felt the need to do so because his arrogance was unacceptable of a future king. His relationship with his son remained bitter until Loki's failed attempt to conquer the Nine Realms. After that, their relationship was restored. Thor holds his father in high regard, believing that there is no wiser king or better father.
Thor was very sadden by his father's death, and even grew angry, blaming Loki for stripping Odin of his powers and banishing him on Earth.
Frigga is Thor's mother and queen of Asgard.
Like his father, Thor holds his mother in very high regard, and loves her very much.He was very heartbroken by her death, but trusted Loki for their late mother's sake in Thor: The Dark World.
Friends and Allies
The Avengers are Thor's mortal allies from Midgard.
They had issues with each others at first, especially in the films, but eventually band together to defeat adversaries, and he now considers them friends. Thor sometimes underestimates their abilities and strength, possibly because they are all mortals. However, he respects their tenacity and bravery in combat despite their mortal lives and personalities.
Jane is Thor's love interest.
She is an astrophysicist. Jane appeared in most Thor micro-episodes and in the films. In the films, she, along with Erik Selvig and her assistant Darcy, takes Thor to a hospital after he first lands in New Mexico after his banishment. They discovered Thor after finding him lying unconscience by hitting him with their car on accident. Uncertain as to whether he truly is an extraterrestrial or just a homeless man, they take him in and feed him until he decides to go find Mjolnir, with him returning after the attempt fails. He and Jane become close while he tells her stories of the Nine Realms and promises to help her retrieve her work from SHIELD. Before returning to Asgard, they share a kiss and he promises to return to her, although he is not able to do so for two years.
After seeing him on television during the events of The Avengers in New York, she is momentarily upset with him for not coming to visit her, although he is quickly forgiven, and they rekindle their relationship. He even takes her to Asgard after Jane absorbed the Aether. As of Thor: Ragnarok, Jane and Thor had broken up. According to Thor, he told Loki that it was a "mutual dumping."
Loki is Thor's adopted brother and the Asgardian god of mischief.
In his younger years, he and Loki were very close and good friends, even if occasionally irritated by Loki's mischief. However, it is later revealed that Loki was often jealous of Thor even back then, and resented being left in his "shadow". Because of this, along with learning of his true origins, Loki became spiteful and angry, and turned against his step-father Odin, although it was long until Thor knew, because of his banishment to Midgard, as well as Loki's deliberate lying to him.
Thor and Loki's relationship has now become complicated, especially in the cinematic universe, marked by anger and confusion. Thor loves Loki and wished for him to return home so they could be a family again. However, he has become increasingly agitated with Loki, losing hope that he could be redeemed after he continues to try and subjugate innocent people. He still demonstrates at times that he does care for him, deep down.