In Marvel Comics, the Vanir are a people with the ability to wield magic and sorcery, even being able to see the future. Thor’s mom Frigga is of Vanaheim descent, her parents being Vanir gods, and in the books she teaches Odin how to use magic. Whether or not these elements of the lore are utilized in the Marvel Cinematic Universe remains to be seen.
Executive producer Craig Kyle, while walking us through a slideshow of Thor: The Dark World artwork, reveals that the Vanir are different in the films and need help fending off the Marauders:
“This is the Vanir. They are a warrior race. They’re not quite as advanced as the Asgardians. And they’re not prepared to handle the onslaught of these villains from the various worlds outside of the nine realms. And so, what it is is a ragtag band of space pirates basically that have just come together to basically steal as much as they can.”