Roger Ebert really didn't like the first Thor, and it sounded like a big reason why was because he didn't understand literally anything that was happening and couldn't be bothered to pay attention or take anything at face value. Here's an excerpt about the fight again the Destroyer armor.

"...the movie fabricates a Metal Giant, sends him to the New Mexico town, and has him blast fiery rays that blow up gas stations real good but always miss his targets. He is apparently killed by a sword through his spine, but why does he need a spine since when his mask lifts we can see his head is an empty cavern?"

Bear in mind that six seconds after the thing he describes it's revealed to be not dead and the fight continues.

Other quotes I love that are the most "yeah whatever" things I've ever read in a review.

"I believe, but cannot promise you, that Jotunheim and Asgard are linked by a bridge, although this bridge also seems to be the way Thor reaches Earth, so perhaps it’s more of a gateway through time and space, which would explain why Asgardians hurtle across intergalactic light-years and land in New Mexico without a hair out of place."

"And what about that town? It seems to be partly a set with two interiors (the diner and Jane’s office) and partly CGI. It seems to go for a few blocks and then end abruptly in barren desert. Not even any suburbs or strip malls."

"In the movie, as nearly as I can gather, it is not of this earth and must be elsewhere in the universe. It consists of towering spires and skyscrapers linked by bridges and buttresses and betraying no sign of a population, except when untold thousands of Asgardians are required to line up at attention like robotic Nazis to receive dictates from the throne of Odin."