ODIN: Whosoever holds this hammer, if he be worthy, shall possess the power of Thor!
You always gotta read the fine print. Thor has some pretty massive power, but he need to earn it if he wants to use it.
THOR: As king of Asgard-
ODIN: But you're NOT KING! Not yet
A little smackdown from Dad here. Thor's been named heir and thinks that he's able to do as he likes: like marching on the frost giants and cracking some skulls. Odin, older, wiser and begs to differ.
It's also important that Loki's present for Thor's little temper tantrum. He says nothing. He just watches and listens. He's not nearly as powerful as Thor, but as we learn, he ends up holding a lot more power.
ODIN: The mighty hammer Mjolnir, forged in the heart of a dying star. Its power has no equal, as a weapon to destroy or as a tool to build. It is a fit companion for a king.
There's no question that Mjolnir has power, and Thor being Thor, is the guy who gets to use it. But Odin points out something really important here: the power of the hammer isn't automatically good or evil. Thor's choice of how he uses it that determines whether he deserves that power or not.
HEIMDALL: Never has an enemy slipped my watch until this day. I wish to know how that happened.
Proof that even gods in this universe are not all-powerful. Heimdall's found the limits of his power…and he's not at all happy about it.
LAUFEY: We are beyond diplomacy now, Allfather. He'll get what he came for: war and death.
ODIN: So be it.
You can be a god, complete with an eight-legged horse and a rainbow bridge and snazzy laser spears. But not even all that cool stuff can stop a war if other forces want it badly enough. It's a quiet reminder that real power comes from places that not even gods can control.
ODIN: Thor Odinson, you have disobeyed the express command of your King. Through your arrogance and stupidity, you have opened these peaceful Realms and innocent lives to the horrors of war. You are unworthy of this Realm, unworthy of the loved ones you've betrayed. I hereby take from you your powers. In the name of my father, and of his father before, I cast you out!
And you thought being denied phone privileges was tough. When you send a god to his room to think about what he's done, you've gotta bring out the big guns… which naturally means leading it off with a big showy speech.
JANE: Years of research… gone.
DARCY: They even took my iPod.
ERIK: What about the back-ups?
JANE: They took our back-ups. They took the back-ups of our back-ups. They were extremely thorough.
SHIELD represents power of an entirely different sort here: government power, and the ability to exert control over individuals in the name of safety. They're very Big Brother here (though they are ultimately the good guys…sort of), which eventually comes up against the cosmic power of Thor.
SIF: My king, we would ask that you end Thor's banishment.
LOKI: My first command cannot be to unto the Allfather's last. We're on the brink of war with Jotunheim. Our people need a sense of continuity in order to feel safe in these difficult times.
This is a politician's lie and it speaks to both the nature and the constraints of power. Ostensibly, he's right, which suggest that his new power as King of Asgard has limits. But in reality, he's doing exactly, precisely what he wants. He's just got some slick political lies to make it all go down smooth.
THOR: Your ancestors called it magic and you call it science. I come from a place where they're one and the same.
Power in this case means knowledge. But it also holds out hope: saying that we too can understand this power if we do our homework long enough (and cease our warlike ways).
LOKI: Look at you! The mighty Thor! With all your strength! But what good does it do you now? Do you hear me brother? There's nothing you can do!
Once again, Loki shows us that power means more than a mean swing with the Space Hammer. Thor getting what he wants means flexing muscles in subtle arenas: social interactions, legal authority and simply being outfoxed by someone thinking several moves ahead of you. Naturally Thor finds a way to bash his way through anyway. But the principle remains the same.