When Thor first boards SHIELD's ship in The Avengers, he explains about the Chitauri and how they are going to come to win the earth over for Loki.
How did he know about all this?
To quote from the Wikipedia article (the first link) describing the comic:
"...One year [after the events of Thor], with The Realm Eternal still in repair mode. Everyone has pressing concerns about looming conflicts with the Trolls, Marauders, Badoon and Ice Giants and have seemingly forgotten about Loki, having written him off for dead. Except for his mother Frigga who uses her powers to locate her foster-son in Chituari space with Thanos, The Other and their army. It's Frigga who alerts Odin and Thor to Loki's plan regarding the Tesseract..."
So Thor knew about the plan through his mother, who had located her son Loki and understood, given his location, what his plans were.