Thor 3 Ragnarok Official Trailer 2017

At the end of Avengers 2, Thor flew back to Asgard on a specific mission. The events that unfold in Thor 3 will apparently set the stage for Avengers 3: Infinity War.

As teased in Age of Ultron, Thor intends to find the whereabouts of the Infinity Stones, which will lead to a direct confrontation with both Loki, who now poses as Odin and, reportedly, Thanos himself. However, it's not yet confirmed whether Thanos (who's going to be the primary villain in Avengers 3) will make an appearance in Thor 3.