Thor has Odin to mentor him. Loki has his own raging ego to mentor him. And Jane has Erik.
Erik's Jane's father's friend, and he's here to help her with her research…and provide plenty of plot exposition when needed. He's a Swedish scientist, which means that not only that he knows tons about astrophysics, but he can more or less recognize Asgardian gods on site.
A skeptic at first, he wants to protect Jane from Thor, who he views as nuttier than a Snickers bar. Erik's suspicions that Thor has a screw loose start when Thor wanders through town, looking for his hammer:
ERIK: He's delusional! Listen to what he's saying! He's talking about Mjolnir and Thor and Bifrost! These are the stories I grew up with as a child!
That's basic mentor activity right there: protecting Jane from perceived danger, even when she really, really doesn't want to listen.
But Erik eventually acts as a mentor to Thor too: he helps Thor understand the world he's now living in, and he urges him to swallow his pride in order to be a better person. He makes the admission when the two are getting drunk at the local tavern.
THOR: You know, I had it all backwards. I had it all wrong.
ERIK: It's not a bad thing finding out that you don't have all the answers. You start asking the right questions.
While mentoring Thor, Erik's suspicions begin to drop…to the point where he begins to suspect the big guy is more than just a crank. Just listen to him when he gets back to Jane's trailer after the epic drinking.
ERIK: I still don't think you're the god of thunder. But you ought to be!
Even mentors have some things to learn sometimes, and in his efforts to put the young 'uns (even the 5,000-year-old ones) on the right track, he ends up finding out more than he ever could have imagined. Not a bad deal for a scientist.