The two animal symbols on Odin's helm◊ have been passed down to his two sons; Thor's helm has wings, while Loki's has horns.
While it's not obvious at first glace due to the heavy Frost Giant make-up and prosthetics, the filmmakers made an excellent choice casting Colm Feore as Laufey because his facial bone structure is virtually identical◊ to Tom Hiddleston's.
Heimdall's remark to Loki that he isn't dressed warmly enough to visit Jotunheim. Being a Frost Giant, Loki probably isn't all that bothered by the cold. The fact that Heimdall surely knows this while Loki doesn't, makes it funnily ironic (even if Loki doesn't get the joke). After all, wouldn't Heimdall have been there to witness Odin bringing back a baby from Jotunheim?
The icons left on the ground wherever Bifrost opens seem kind of strange, and arbitrarily invoke UFO lore. What purpose does the image on the ground have? Then I realized, its not actually a part of Bifrost's functionality. Rather, its a visual marker left to help Heimdall keep track of where people have been dropped off recently. Not to mention a marker for the people he dropped off themselves, so they know where to stand.
When Loki puts the Casket into the, well essentially it's an "engine start" device or what have you, for Bifrost to boost the power and ultimately destroy Jotunheim with its own power, it freezes the lightning. What shape does the frozen lightning take? A tree. What does Bifrost give passage through? Yggdrasil. What is Yggdrasil?
Thor is an extreme extrovert, a Boisterous Bruiser too busy taking in the crowd's energy to notice how self-destructive he is being. Loki has the exact opposite problem. As a quiet, pensive prince, he has never chased any desire and has only watched, puzzled, at how life's opportunities just seem to gravitate toward his brother. Thor learning how to stop, listen, be humble, and take abuse is exactly how he became a hero. Loki learning how to act, direct, assert himself and fight is exactly how he became a villain.
Some people criticize Thor's development, that he becomes a better person just by knowing a girl for like a week. Keep in mind for the early chunk of his exile, he's still an arrogant brutish man-child. It's only when he realizes all he's lost, by a combo of not being able to lift Mjölnir, and Loki telling him that his father is dead, does he realize what it was his father wanted him to learn. Seriously, there's a reason they say that when you hit rock bottom, you only have to go up. It helps that his fundamental personality didn't change, he just got a harsh lesson in actually opening his eyes and paying attention.
One of the complaints about the movie is Hopkins' underacting. Of course he is; Odin is somewhat detached from his sons. He has come to believe in intellect and peace over strength. The most passionate scene he has is him banishing Thor, and you can just see him ramping up, emotionally, over the course of it. It's not bad acting or bad writing. It's entirely deliberate.
This one about the casting of Heimdall as a black man. Asgardians are magical aliens who were worshiped as gods by the Norse, they can have as much variety as humans. The Norse obviously represented their gods as their own race.
This exchange is pretty clever.
Thor: You always were a talented liar, brother. Loki: It's good to have you back.
Loki surviving his Disney Villain Death may at first come off as an ass pull, but then you may remember his earlier conversation with Heimdall where he taunted him over knowing various secret passages to other dimensions.
When Thor reappears in full glory and Jane asks him "Is this what you usually look like?" And he replies "More or less," he could be referring to his current lack of winged helmet.
There was quite a bit of Foreshadowing that Loki wasn't Odin's son and not Asgardian. Notice how he was one of the very few Asgardians without a beard or mustache. He's The Quiet One compared to Thor and Odin, not to mention he's lanky while Thor and Odin are bigger and muscular. He relies more on his trickery and illusions to fight instead of being a Blood Knight.
When Thor is about to fight SHIELD and retrieve Mjölnir, he hands Jane his coat ("You'll need this"). A few moments later, as it begins to rain, he grins in delight. How did he know it would rain, and why did it make him so happy? Thor's a rain god.
Less Fridge Brilliance and more Fridge Awesome: Thor is totally serious when he asks for a dog big enough to ride. Asgard must have amazingly crazy animal life on it.
To quote the main page, Thor develops from a "reckless, selfish Boisterous Bruiser" to The Hero... in other words, he develops from someone close to the Thor of Norse mythology to being close to the Thor of the comics!
Crazy meta levels of Fridge... Something: Realizing how much Loki seems to be based on Richard of Gloucester. Despite the general Shakespeare flavor of the film, he has more in common with some contemporary historical analyses of the real man- the dutiful but jealous, dark-haired, physically unimposing younger brother of a big golden giant of a man, to start with, who took power after said golden giant was out of the way. And some historians suspect Richard of having been illegitimate to boot, with a few fictional portrayals having a Berserk Button in the form of being called a changeling...
Look at the Destroyer - it's the same size as the Frost Giants, armed with a burning beam weapon that provides some Loud of War on the side. It's an anti-Frost Giant WMD.
This is more linked to the comics than the film, but still sorta present by the Donald Blake fake identity thing. Donny Blake is a doctor, and Thor, in the myths, was a God of many things besides thunder, including Healing. Stan Lee's choice to make him a doctor was a glaring reference to Norse Mythology.
Loki was meant to be a king. Of Jotunheim. It would be the only way to guarantee an everlasting peace between the two realms, brother-kings who love one another, reconciling two rival kingdoms. Odin's plan wasn't for Loki to rule Asgard, he was meant to rule Jotunheim, and judging from Laufey's taunting, double-talking example and the brutish, probably-easily-manipulated nature of the frost giants in general, Loki would have done an awesome job keeping them under control. Although, his less-than-stellar rule over Asgard might have gone over better if he wasn't lashing out over his perceived misbegotten nature.
Not so much Fridge Brilliance as Fridge Douchebag, but in one of the deleted scenes, before Thor's coronation him and Loki have a bit of brotherly banter. They're taking the piss out of each other a bit, Loki teases Thor about his winged helmet and Thor responds by laughing and calling him a cow. At first, it's a little inexplicable, and seems like a joke about Loki's stupid horned helmet (for that matter, Thor, bulls have horns, and aren't prettily winged helmets a Valkyrie thing?). But comparing a man to a female animal capable of giving birth (specifically your younger brother who, y'know, gave birth to Sleipnir and is already in a dodgy place vis-a-vis masculinity due to his use of magic) was a grave insult in Norse culture. Just bantering around and calling your brother a shameful queer, no big deal.
In the final fight on the Bifrost, Loki acquits himself well despite being a Squishy Wizard devoted to ranged and stealth attacks. Until he tricks Thor into thinking he's clinging to the edge of the Bifrost with an illusion, and then stabs him with Gungnir. Thor falls to the ground, Loki summons several illusions of himself, all ready to strike...only for Thor to cry "ENOUGH!" and knock him back with one bolt of lightning from Mjölnir. Loki's not that great of a physical fighter at all — even after he threatened Jane, Thor didn't want to hurt him.
A bit of fridge for the fight itself: Loki, while angry with Thor, only used blasts from Gungnir, physical attacks, and illusions of himself. At the very least, he could have whipped some of the magic-blades he used on Jotunnheim towards Thor's head. Loki wasn't fighting to win, he wanted to distract Thor long enough for the Bifrost to destroy Jotunnheim.
Even with the explosions happening outside of town, it seems like the heroes have a really easy time evacuating everyone. Sure, there are government agents in the area and some weird stuff (most recently, some ren fair types walking through town) has been going on, but would people really be so willing to leave on the say-so of a couple of scientists? Considering what had been happening that week, namely the Hulk rampage at Culver University and the robot attack at the Stark Expo...probably, yeah.
Thor's Berserk Button of being called "princess" might have been a clever reference to one of the legends where Thor had to dress as Freya, the goddess of love, to retrieve Mjölnir when it had been stolen by the Frost Giants!
Thor's motivations to go to the Jotunheim to demand answers and prove to Odin that he is worthy enough to be king make much more sense in the Deleted Scenes before his coronation with both Frigga and Loki, the two members of his family to whom he is closest. He shows that he's nervous before the coronation and looks to both Loki and Frigga for reassurance. This was the moment that he'd been preparing for his entire life. He was groomed to be king since a young age, which would put an enormous amount of pressure on him. Seen this way, a lot of his arrogance might just be to cover up how insecure he is and would also explain why he was so angry when the coronation was interrupted and how desperate he was to prove himself to Odin.
Fandral's statement that Darcy and the other's are speaking "our language" makes a lot more sense when you remember that in the comics the Asgardians use the All-Tongue which causes everyone to hear the words spoken in a familiar language.
When Loki confronts Heimdall on the bridge, he's able to overpower him, but only barely: it comes very close to a mutual KO. This may be a reference to the legends of Ragnarok in which Loki and Heimdall are destined to kill each other.
It's subtle, but none of the Asgardians (with the exception of Odin) ever sleep. Even as a mortal, Thor stays awake the entire time without ill effect. It's most noticeable in the scene on the rooftop with Jane. She's out cold, while Thor just gazes at the stars. This trait is also seen in the Avengers. Mind-controlled Selvig and Hawkeye both look rough, probably because Loki kept them awake for roughly 3 days.
Agent Coulson's comment about Thor curb stomping the guards and making them look like minimum wage mall cops makes perfect sense. Asguardians use primitive melee weapons in warfare and must use them in close proximity to enemies, increasing the chance of engaging them in unarmed close-quarters combat. Humans, however, use firearms, missiles, and other long-range weapons to kill from a distance, so hand-to-hand combat is very unlikey. Also consider the fact that Asguardians, being a race of gods and goddesses, are many times older than humans, and have centuries worth of fighting experience in their lifespan.
The scene where Loki confronts Odin about his adoption.
The first thing out of his mouth is the question, "Am I cursed?" At first glance, this may seem like an odd or even self-indulgent question, but look at Loki's state of mind at that point. His entire world is being spun around and viciously shaken, and his older brother isn't there to help. Not only that, but he's also a powerful sorcerer. If he were cursed, there'd be some light at the end of the tunnel, it'd be something that wasn't the way he was born. So, by asking the question, "Am I cursed?" what he's really asking is, "Am I fixable?" And ultimately, the answer is no.
In that same scene, Loki picks up the Casket, which causes his true form to show. It fades, but within a couple of minutes, Odin passes into the Odinsleep. Loki moves over to him, and there's a closeup of him almost touching Odin's hand. The reason he doesn't is because he's afraid that he's going to burn Odin with frost.
Right in the prologue, we're treated to a scene where the Jotuns lay waste to an entire village with the Casket of Ancient Winters, freezing the poor, pitiful humans solid. After the interruption of Thor's coronation, Thor goes to Jotunheim and lays waste to it, sending hundreds of poor, pitiful Jotuns to their deaths. We're not told just how many of them might have been simple civilians, going about their day when an invader from another realm shows up and decimates the place...
The way the Asgardians seem to view the Puny Humans as almost totally insignificant is not really emphasized, but it is there. Even Thor himself is not immune to this: When informed that his brother has murdered 80 people, he just shrugs and says "He's adopted," rather than being completely horrified. Odin boots Thor to Earth without worrying what that means for humanity; the fact that people built a Cargo Cult around them seems of no interest to the Asgardians. Seriously, any given one of them has a lot more respect for Frost Giants than for humans. For them, humans may not even register as people.
Almost a Fridge Tear Jerker, but at the end of Thor, Loki lets himself fall to his death after Odin rejects all that Loki tried to do in his name. In Avengers, he claims (with apparent sincerity) to remember Thor throwing him into the abyss. Was the memory of his father's rejection so painful that it was actually easier to believe that his brother tried to kill him?