Nerds like Norse mythology because
1) It has crazy, exotic words that sound cool and esoteric
2) It's led to far more then just a second rate video game and a few Max Payne references. More like it's the original mold for all high fantasy. Dwarves, Elves, Giants, fantastic monsters in desperate need of slaying... If Tolkien is the root of all modern fantasy, Norse mythology is the earth in which it is planted. Even the Norse word for our world means, "Middle Earth".
3) Norse mythology is pretty much designed for 11 year old boys who watch too much Wrestling. Half the myths end with the characters going, "Screw this", and Thor killing everyone in sight with his hammer. Even if they learn some subtle, enlightening lesson, they tend to ruin the moment with wholesale slaughter.
I'm not surprised people are shocked that your names Thor. It's comparable to being named Hercules, and maybe a small step down from being named Jesus.
My all time favorite Norse myth is there end of the world. They find out that the world will end if this guy, Baulder, dies. So his mom makes everything in the world promise that it will not harm Baulder (But ignores a sprig of mistletoe, because it just seems too harmless). When she lets the rest of the gods know this, there natural reaction is to start throwing pointy things, boulders, and whatever else they can get there hands on at Baulder. Loki decides to play a practical joke, and fashions a spear out of mistletoe, and hands it to a blind god, who everyone is telling to get in on the action. Blind god hurls the mistletoe spear through his chest killing him. Loki finds the end of the world hilarious. The rest of the gods, less amused, bind Loki with his own intestines.
Another good one is where a Giant puts Thor through a bunch of challenges, saying that there's things that he can't do, like drink all the water in a gourd, pick up a cat, or beat an old woman in a wrestling match. He fails at all of these seemingly simple tasks. But the giant points out that the old woman was Time, the gourd was the ocean, the cat was the serpent that circles the world (How he made this mistake is better off not thinking about). So Thor learns a very worthwhile lesson in humility and his limitations...then he bashes in the giants brain with his hammer, as well as everyone in a few mile radius.
Oh, there's also that one where Thor has to crossdress to fool this giant into thinking hes a goddess. Guess how that one ends? Hint: there's a hammer involved.