Thor's original origin had him as a Captain Marvel analog -- Don Blake, a surgeon, stumbles upon a magic walking-stick that transforms him into Thor (while itself transforming into Thor's hammer.) As the series progressed, and he interacted with Asgard, this began to seem even goofier -- how could they accept this ordinary human as Thor?
A later writer did an admirable job of retconning this. Don Blake wasn't an ordinary human. Odin had magically transformed Thor into Don Blake, along with false memories and a false history, in order to teach Thor a lesson in humility. The walking-stick hadn't been sitting there for centuries for anyone to find; it had always been Odin's intent that Blake would come to it.
Thor: the Mighty Avenger retains a little bit of that retcon, but ditches Don Blake entirely. Thor is on Earth, confused and not understanding why or how he got here. As the series progresses, he learns from other Asgardians that Odin has sent him to Earth to learn humility after he committed some terrible transgression, but they won't tell him what it was. Odin has forbidden it to be mentioned, and threatened to curse anyone who did.
And I'm sad that we'll never know what, either, because the book was cancelled after 8 issues. It's just the sort of comics reconstruction I'd like to see more of.