Trivia: When Agent Coulson asks for someone to "go up top" to get a good firing position on Thor when he tries to take Mjolnir, it is Clint Barton, AKA Hawkeye, played by Jeremy Renner, who will go on to feature in The Avengers. (00:56:10)
Trivia: Stan Lee makes his customary appearance as the driver of the white pickup truck that tries to free Mjolnir from the ground. (00:36:10)
Trivia: Tom Hiddleston originally auditioned for the role of Thor. He didn't have the build that they were looking for, but they liked him so much that they immediately cast him as Loki, and he was excellent in that role, so much so that he was continuously recast as him in subsequent Marvel films.
Trivia: The final movie in the MCU that was shot entirely on 35mm film. Starting with the next film ("Captain America: The First Avenger"), the series moved into primarily digital photography.
Trivia: The Orb of Agamotto is seen in the vault of Odin - it's related to Doctor Strange's Eye of Agamotto.
Trivia: Charlie Cox auditioned for the role of Loki. While he didn't get the part, he would later go on to play another Marvel character - "Daredevil" from the MCU Netflix series.
Trivia: Before signing on as Odin, Sir Anthony Hopkins had never read a Thor comic, nor even knew anything about the Thor mythology.
Chosen answer: Thor sounds nothing like "thaw" (at least, not with Jane's accent). Also, "Thor" is not an uncommon name in Scandanavian countries, and even if she didn't assume he was from there, she probably just thought it was an odd name and left it at that.
Xofer