First off, there is a scene where Thor mentions something like "My first time to Earth" while referring to his experience in the movie Thor. However, in the Thor movie when he decides to go to Jotunheim(and haven't been on Earth yet in the Thor movie), one of this friends tells him "This isn't like a journey to Earth where you summon a little lighting and thunder, and the mortals worship you as a god."
Quote I'm referring to is @ 1:48
To me this suggests that:
A)They are not gods or don't view themselves as so.
B)They have very specific knowledge of how humans view Thor or people that summon lighting. So he has already been there or word got out on their world how earthlings would view such beings who have lighting powers. Maybe Zeus was seen before on Earth and it was a reference to him.
But these are just two small lines and I am just being a picky nerd. It may be that Thor hasn't been to Earth for a long time so he doesn't mention that he's been there before to keep it short. He is talking about his last time to Earth which was the first in a long time and the start of his Avengers affiliated journeys to earth. If Thor's line in the Avengers was just to make it simpler for viewers to understand then please disregard what you have read above.
One other thing that sort of bothered me was that when Thor was falling from thousands of feet from the container, he flew out of the container at almost a flat horizontal direction. In this action it looked as if nothing is slowing or changing his downward motion. There is a possibility that his hammer did cancel out a lot of the his downward momentum (possibly instantly) and it happened so fast I just didn't notice. BTW this scenario reminds me of a problem Sheldon brought up to Penny about the first Superman movie in episode 2 of The Big Bang Theory. He mentions that Louis is falling at over 100MPH when Superman catches her instantly so she should had splattered through his arms. Leonard brings up that maybe Superman changed her speed in a short amount of distance (which would be really difficult for us too see). I don't know the shortest distance a person's body can take to survive having their bodies change 120mph. An episode of the Big Bang Theory also had an episode where the ladies discussed the confusing magical features of Thors Hammer.
Now onto a more important guess. At the end of the Avengers movie Nick Fury (Samuel L. Jackson) tells the Avengers that Agent Coulson is be dead. This becomes one of the main drives of all the Avengers defending Earth against the aliens in the final battle. I'm guessing that Agent Coulson didn't die in the Avengers. Here are my reasons why:
1)Iron Man (Tony Stark) and Dr. Banner both distrust Nick Fury and have stated that Nick isn't the most trusting of guys.
2)Although we see Coulson severely injured, we don't actually see Coulson die and he isn't declared dead by a doctor.
3)The commander of S.H.I.E.L.D. lied to the Avengers (or it's members present at the time) that Coulson had his Captain America cards in his jacket when he died. Robin, I mean Maria Hill confronts Fury that the cards were in in Couson's locker (and probably in mint condition). Nick responds that it was what they needed to hear. Nick is capable of lying to the team and I'm assuming that there is a possibility that he lied about the death of Coulson.
This was my guess when I saw the movie for the first time and before it ended, but I was too lazy to publish this before I saw a commercial of Agents of S.H.I.E.L.D. with agent Coulson in it yesterday. At the end of the day the Avengers movie had a very small amount of flaws or unexplained things compared to each of the Iron Man movies.