Do Coulson's scenes feel a little tacked on to you? Like they're coming in from another movie that has nothing to do with kings of Asgard, frost giant stepsons, and "but I want to rule all beneath my iron fist" declarations?
That's partly by design.
Marvel was getting its franchise on with this film, and part of that meant periodically reminding us that Thor occupied a much larger universe with much different heroes running around.
Hence Agent Coulson—Phil to his friends—who showed up not only in both the previous Iron Man movies, but eventually made an appearance in The Avengers (and even scored his own TV series with Agents of SHIELD). He's your basic government drone here: tight-lipped, authoritarian, and inclined to do what he wants regardless of what other people think.
That said, he's not strictly a villain. After all, he says:
AGENT COULSON: I'm sorry Ms. Foster, but we're the good guys.
And he's not lying. The only trouble is, he can't decide which team Thor is batting for, and—with no small amount of evidence suggesting that the god of thunder may just be the local asylum escapee—what he has to do with that hammer that fell out of the sky.
That makes him a bit of a pain in the butt; someone else throwing up obstacles in Thor's way without precisely being a villain. That ends pretty much the moment Thor reveals his true nature.
But, hey: that's also in keeping with a secret agent: a guy interesting in figuring out exactly what's what and using that knowledge to keep the people of his country safe before he chooses sides.