The best of both worlds – that is what Thor is all about. Thor is both a son of Asgard and a son of Earth or Midgard. You might discover Thor from Marvel Studios' hit movie, but don't let the movie confuse you with its Hollywood-tinkered origin. Read the true comic book origin here.
Thor is one of several powerful ancient gods of planet Earth; he comes from Asgard as he belongs in the pantheon of Norse gods. But his Marvel comic debut was in Journey into Mystery # 83 back in 1962. It was created by Stan Lee, Jack Kirby and Larry Lieber. They created Thor as a way to contrast their previous creation, the Hulk. How can someone beat the strongest person there is? Easy... You make him a god. 
The Marvel origin of Thor is as follows: "Odin, lord of the Asgardian gods, desired a child who would one day exceed him in power. Odin wooed Gaea, the earth goddess and from their union Thor was born in a small cave in Norway on Earth. Odin took him to be raised in Asgard by his wife, Frigga. The young Thor grew up alongside his adopted brother Loki, the trickster, who was always jealous of his more favored sibling. Thor grew in power and popularity and on his eighth birthday, Odin had the hammer Mjolnir created for him enchanting it with powerful magic. Odin decreed that Mjolnir would be presented to Thor when his son had been proven a worthy warrior. After spending the next eight years training and performing heroic deeds, Thor was given the hammer and declared the greatest warrior in Asgard."
But not everything was as good as it sounds. You see Thor was a hero but he wasn't kind...in fact he was kind of a jerk.
"While Thor continued to engage in many heroic battles and adventures through the years, he grew headstrong and proud. On one occasion, Thor broke a truce between the Asgardians and their enemies the brutal Frost Giants, nearly starting a war. To teach his son a lesson in humility, Odin sent Thor to Earth in the mortal body of a crippled medical student, Donald Blake. Stripped of his hammer, his powers and memories of being an Asgardian, Thor, as Blake, graduated medical school with top honors, gained a reputation as a caring family doctor and a brilliant surgeon, and opened a private practice in New York City. He worked beside a caring and skillful nurse, Jane Foster, and the two fell in love."
Thor was nowhere to be seen and Donald Blake took over for a long time. In fact Donald had no idea he was really the mighty Thor.
"After 10 years on Earth, Blake received a subconscious prodding from Odin to vacation in Norway where alien Kronans were preparing to invade Earth. Fleeing into a cave (which, unbeknownst to him, was also his birthplace) Blake discovered a plain walking cane in a secret chamber. When Blake struck the cane against a boulder, he transformed into Thor while the cane became Mjolnir. Thor fought against the Kronans and their invasion was thwarted. Tapping the ground with Mjolnir, Thor was able to transform back into Don Blake, holding the simple wooden cane once again."
With his alter ego in check, Thor continued fighting crime. He became a champion of Earth and one of the original Avengers. But with a cool alter ego and one of the greatest transformations in comics, you'd think Thor would be living the good life, but...
"Despite the sincere love between Blake and Foster, Odin was displeased by the relationship between a god and a mortal. He forbade Blake from revealing his identity to her, creating a strange love triangle between Foster, Thor and Thor’s alter-ego, Blake."
But it didn't end there:
"Even though Donald Blake knew he was the legendary Thor, he still lacked his full memories from his former life as an Asgardian. However, over time his memories slowly returned, until one day Odin finally revealed himself and restored Thor’s complete memory. Odin also admitted his role orchestrating Blake’s trip to Norway to discover his Asgardian alter-ego. Thor was reintroduced to his childhood friend and former lover, the Asgardian warrior Sif, further complicating Thor’s love life on Earth."
Thor is a god and he can easily beat any mighty foe and save the world from damnation a thousand times, but his love life is a mess and one of comics' most intriguing love affairs.
"The love affair between Thor and Jane Foster eventually ended when Foster fell in love with a mortal man, Dr. Keith Kincaid. Resuming their ancient romance, Sif and Thor were betrothed, and Sif lived on Earth posing as Donald Blake’s cousin. Foster and Kincaid married, but wedding plans were cancelled for Thor, as Sif grew bored with his time spent as Blake, and returned to Asgard."
This is, or was, Thor lore for the first 20 years. After that Thor lost the Donald Blake persona and became Thor full-time. Later on he gained a new persona by the name of Jake Olsen, which he lost as well, and currently the Blake persona is back. What is great about the Donald Blake alter ego is that he is the reason for Thor's humanity. Thor is all-powerful, but as Blake he is weak and fragile but equally brave and noble. This makes Thor more interesting because it shows he is not all-powerful like Superman. Also this gives Thor an opportunity for better love triangles and better story choices that can bring variety to his monthly adventures. The duality of a god and a mortal theme is an interesting character buildup. The more time they explore Thor's humanity, the better the stories. Donald Blake is the reader's affinity to Thor. Whether or not the current direction takes on exploring this aspect again, as a fan of comics you owe it to yourself to check one of the greatest comic book alter egos of all time.