My biggest issue with Thor and kinda the marvel universe on the whole.. The same long term building plan the used prior to avengers should have been applied to the individual films, so you have the ongoing situation within the whole universe
So with Thor.. They should have introduced the enchantress and executioner and built towards surtur is the big bad game for the 3rd film.. You can have characters being introduced or having minor roles in the 1st and 2nd films that ended up being big in later films.. Instead of constant one off guys
Also wish they built up the other agencies like how they did with hydra.. Like AIM and you can eventually have MODOK.. Then you can do a masters of evil sorta story as an avengers movie