The Marvel Cinematic Universe has introduced some elements of the Infinity Gauntlet. All points lead to the epic Final Battle with Thanos but in the meantime, the pursuit of the Infinity Gems comprise the theme of the Marvel movies. "Thor 3" is definitely in the middle of it.

At the end of "Thor: The Dark World" we find out that Odin sitting on the throne is actually Loki in disguise. There is a very clear purpose for this because the Infinity Gauntlet is still in Odin's vault.

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The Infinity Gauntlet was already shown to be in Odin's possession since the first Thor movie. Thus, it is certain that Thanos or someone under his orders would try to get it for him. Comic Book Movie has the theory:

"Thanos used Earth and Loki as a scapegoat for his real target. Asgard. Loki and the Tesseract are now on Asgard. As far as the universe is concerned, Loki's dead. But we know he's impersonating none other than Odin the All-Father. Why? Because that was what Thanos wanted. Thanos would've come to kill Loki if he'd failed, so evidently, Loki didn't fail. Thanos also probably wanted Earth to be taken over as well, but each step of this plan is a win/win for Thanos, really. If Loki had taken Earth, Thanos has a whole planet of slave labourers. Loki didn't conquer Earth, ends up impersonating Odin instead. So, Loki never really failed Thanos at all. He just completed Phase One."

The plan is already commencing. In an episode of "Agents of SHIELD," Lorelei was called back to Asgard by Odin-but we know that it's really Loki.

Where does Thor fit in? He's busy on Earth with Jane Foster last time we checked. The events in "Avengers: Age of Ultron" will show the characters at their darkest, and there is a possibility that Jane Foster will perish, placing Thor on a rampage. The internal conflict may lead Thor to leave the Avengers (temporarily) and settle the Asgard matter on his own.

Sounds like a plan. These are not rumors from a inside source, but logical theories pieced together as the Marvel Cinematic Universe comes to its full fruition.

"Thor 3" does not have an announced release date or official title yet, but it's either May 5 or November 3, 2017.