If you want to change Thor from a forgetful guy who can't even remember why he's in Fortnite to the rightful God of Thunder, then you'll need to complete his Awakening Challenges. You get Thor at Tier 1 of the Battle Pass, and you'll have access to his Awakening Challenges at Tier 15.
Keep in mind that for this challenge to work you will need to wear the Thor skin, but any emote will do. You're looking for Mount F8, which has been a pretty regular place to complete weird challenges in Fortnite over the years. You can find the exact place you need to go marked on the map below.
All you have to do is go to that location and then remove your emote option. Thor will take on his true form, all glowing blue energy and general godliness. From there, you can complete the rest of the match however you see fit, or work on whatever other challenges you have.
Each of the Battle Pass skins will have similar challenges this season. You unlock them at one level, then a few levels later you have access to Awakening Challenges to unlock certain skin options. Most of them are tied to a special emote that will change the skin in some way.