As his name suggests, Thor represents the God of Thunder.
He was originally a magician from an organization called GREMLIN, but after he understood to be in the dark about Othinus real planes, he decides to betray the organization and to meet Kamijou Touma to ask his help to save a person that was chosen as target of GREMLIN and Ollerus' planes, she's called Fraulein Kreutune.

He's the first person that receives a sharp, negative respose asking for Touma's help. And he's the first one that Touma tries to don't trust, sure that everyone around him are liars.
But Thor doesn't ask Touma to trust him, he doesn't have secret planes and he doesn't think about betraying him. He just needs his help to save a person, and after a fight to set the conditions of their planes, Touma helps him, even if he specifys that he'll never trust him.
However, Touma and Thor are a nice team and they succesfully end their mission. But nothing goes according to the agreement, and because of the circumstances, they need to cooperate again with each other.

During the novel, Touma adfirms many times that there's no way he'll trust Thor, but in the very end it's clear that he treats him like a comrade, and Thor has the chance to lets him see if he really is sincere or not.

Thor is a very interesting character, and he's funny since always, because of his special capacity to use magic to change himself in a girl (as one of the legends about Thor says, you can find it here), he trolls Touma using Mikoto's appearance and saying that she's treaterd like a piece of trash by him~
Also, to the detriment of his feminine appearance and cute face, he's specialized in war and in brawls. He has no kind words for anyone and he speaks in a bad-mannered way! XD He likes coffee and sweets and he always has a direct way to say things. His weapon is not the hammer Mjölnir but five luminous blades that spout from the fingers of his right hand.

I think that a character like him was needed in a series full of powerful girls, and I hope that Touma and him will become friends! So, Kamachi-sensei, thank you so much for inserting Thor in your story, I like him! And I hope he'll have such a big and wonderful role even in future!