The Third Doctor and Jo Grant met Thor in 141. He was actually a human son of Odin, High King of all Sweden, who was supposed a god due to the power of Gungnir or Spear of Destiny, an alien artefact he possessed.
The Master, under the alias of Frey, influenced the Vanir, a tribe of Vikings in 141 to fight Odin and Thor and the Third Doctor so that he could get Gungnir. The Doctor explained to Jo at the time that Norse mythology probably came from real adventures of early Viking history, as here the fight between Vanir and Odin's folk. (PROSE: The Spear of Destiny)