You might need to go to Valhalla to talk to Thor..
Most likely, you need to go to Valhalla:
ON MOBILE: Swipe back to the Thor line. Look for the location with the metal circle around it.
ON WebGL: On the Scandinavia map page, you must choose the button labeled "Main." Valhalla cannot be reached from the map of the Father, or from a map of any god.
If no one there is talking, look for the town rules in the building on the left side of town