Sarah Rogers, who was raised in the Old Ways and had several a touch of magic. Who worshipped the Old Gods
She raised her son in these beliefs. Steve, who kept them. Who was forced to be raised Catholic by the nuns who took him in when Sarah died
Steve, who in a time of desperation and need, who knows its a danger to be seen keeping the Old Ways, does so in secret - he prays to the Old Gods.
Its comfort, a way to be close to his Ma. Its desperation and reaching out to every diety he needs and knows for some assistance
He wakes to a being over him. Larger then life. Broad. Scruffy. Blonde hair in elegant braids. And a smile that instantly let Steve knows hes safe and this is the answer to his prayers.
Thor just knows he feels at home in a way he hasnt on Asgard in a long, long time when he sees this tiny mortal with an aura as bright as Asgard's morning sun