Me: Thor. You: Jane.
No action movie would be complete without a little romance, right? Meet Jane. Thor is her Tarzan…and she's Thor's none-too-plain Jane.
She's also a physicist, which is the reason she keeps following up on that weird blonde guy with the funny way of talking. (His thirty-six-pack abs probably don't exactly hurt.)
She starts out in New Mexico cataloguing astrological phenomenon, which turns out to be Asgardians zipping around with help from the Bifrost Bridge. She thinks it's an Einstein-Rosen bridge (another way of saying a wormhole) and as it turns out, this is an actual thing. (Source)
Imagine her surprise when her computer imaging spots a man's form in one of those bridges…and imagine her much bigger surprise when that man turns out to be Thor.
JANE: Well, if there's an Einstein-Rosen bridge, then there's something on the other side. And advanced beings could have crossed it!
ERIK: Oh, Jane.
DARCY: A primitive culture like the Vikings might have worshiped them as deities.
JANE: Yes! Yes, exactly. Thank you.
So she's following the leads on her theory, which gives her a good excuse to be around Thor for more of the film.
But there's more to her attraction to the man besides an academic paper (and his muffin-sized pectorals). She gets to see Thor the way no one else does. And no, we're not talking about her scientific studies into whatever shot Thor from Asgard to Earth.
When she first sees Thor, he's just lost everything—his power, his title, his friends—and been chucked out of Asgard like a Hail Mary thrown by Peyton Manning. To top it all, she runs him over with her truck just as he lands. It's pretty much a low point for the god of thunder… and just as he looks up, she sees his face: lost, hurt, frightened and perplexed.
It's a big moment, and it gives her some sympathy for Thor that no one else holds. When added to the mysteries of the cosmos that he promises to reveal, it's no wonder than she ends up sticking to him like glue.