What is Thanos's weapon called?
As of now, a name hasn't been given to Thanos' weapon
in the same sense that Thor's hammer has the name Mjolnir. So at least for now, we can only refer to Thanos' weapon using general terms, that being a double-bladed sword.
I'm wondering what kind of weapon this is
What we know so far
Not only is the sword double-bladed, but it's also double-edged. One blade has a cutting edge facing outwards from the wielder, the other blade with a cutting edge faces inward. This is to say that each individual blade is not double-edged.
The material it's made of is stronger than Vibranium. During his fight with Thor, Ironman and Captain America, Thanos manages to chip away at Cap's shield using his double-bladed sword until less than half of the shield remained.
Joe Russo referred to it as "the greatest weapon". In an interview with Comic Book NOW's host Brandon Davis, Russo gets asked what the sword is made of (@23:56) --
BD: First off, I have a really quick question. Did you make any decision of what his blade is made of? Because it was able to break Vibranium.
JR: Thanos is a thousand year old character who has fought everyone in the universe. He the greatest, he's the Genghis Khan of the universe, he would have the greatest weapon. He knows of Eitri, he's been to Eitri to have his glove created. Did he have them create his blade as well? Potentially. But it's interesting that it could destroy the shield."
- Watching this video, it's extremely impractical IRL.
What we don't know
- Who made it (though Russo hinted that maybe Eitri did).
- The name of the material it's made of.
- If the weapon even has a name.
I saw someone online call it a "glaive"
When I first saw it, it kind of reminded me of a crude version the Warglaives of Azzinoth, from World of Warcraft. But I don't know enough about blades/weapons to make the distinction of if Thanos' weapon (or the Warglaives for that matter) can really be classified as a glaive.