Since the Marvel movies have emphasized Thor and his close, loving relationship with his mother Frigga (Rene Russo), most fans will probably be shocked to learn that the god of thunder is not Frigga’s son. In fact, Thor is only half Asgardian.
This will especially be news for fans who believe Thor’s adopted brother Loki (a pint-sized Frost Giant) is the only non-Asgardian member of Odin’s family (in the movies, that's a pivotal distinction). Yet while Odin is Thor’s biological father, the identity of Thor’s true mother has been a closely guarded secret in the comic books--and may also be in the MCU films, as well. But until that secret is revealed on film, allow us to give fans the real story of Thor's birth.
In the comic books, Thor technically knew Frigga was not his biological mother, but did not learn his actual mother’s identity until Thor #300. In this story, Thor encounters the god-like aliens the Celestials, who genetically modified life on Earth eons ago--giving rise to mutants, Deviants, and the Eternals. When the Celestials return to judge if Earth people are worthy of continued existence (with the threat of utter annihilation if they are found unworthy), the Asgardians rise to defend the planet. Although the gods gain support from the Celestials’ agents the Eternals, the battle obliterates the Asgardians and nearly costs Thor his life. At the last moment, however, a woman appears and reveals herself as Gaea. Goddess of the Earth, and mother to Thor.
Gaea offers the Celestials the Young Gods: twelve earthlings who represent the best of Earth, as proof humanity should survive. She then heals Thor and reveals she is the last of the Elder Gods who existed before the Asgardians. When Odin desired a son whose power would surpass that of normal Asgardians, he visited and mated with Gaea (who appeared to him as a goddess named Jord). Thor was born on Earth but raised on Asgard, since Odin feared Thor would abandon Asgard for Earth if he knew of his true parentage. As a child of both Asgard and Earth, Thor’s strength is much greater on Earth than any other Asgardian.
Thor believes he feels a special connection to Earth (or Midgard) because his mother is... literally Mother Earth. Since Gaea and the Elder Gods gave rise to all other gods, Thor is also directly related to non-Norse gods. These include Set, the Egyptian serpent god of death, Oshtur, goddess of dawn, and other Greek, Egyptian, and Cthulhu deities. Thor even visits those family members to gain the power he needs to restore Asgard to life. As fans would expect, Marvel's version of Gaea also draws from aspects of established Norse mythology, where Thor’s mother is also a goddess and giantess named Jörð (the Old Norse word for “Earth”). Likewise, Frigga is Odin’s wife but not Thor’s mother in the original myths.
Those expecting some drama between Frigga and Gaea will be disappointed, as the goddesses actually work well together in the comics. In Thor #301, the two team up with mother-goddesses of various pantheons to select and empower the Earth children who would become the Young Gods and save the Earth. Later, they join with Norse goddess Idunn to form the All-Mother of Asgardia, and rule Asgard when Odin abdicates his throne in Fear Itself #7.2, following Thor’s death (don’t worry, he gets better). Considering the complicated history behind Thor’s parents, it’s understandable the MCU would want to simplify things by not mentioning the fact that Frigga is his stepmother.
That said, the films never state Frigga explicitly is Thor’s biological mother. And with Marvel’s Eternals about to get their own movie, Thor joining the Guardians of the Galaxy, and the MCU Phase 4 looking to tell more cosmic stories, it’s possible (albeit unlikely) that we could see a version of Thor’s battle with the Celestials--and his meeting with Gaea play out on the big screen. If nothing else, it would give Loki and Thor something new to bond over, since it turns out neither one of them was related to the woman they considered their mother.