Interesting fact, in Norse mythology, Thor actually rides a chariot pulled by two goats. Its the grinding of the wheels which makes the noise (thunder) and sparks (lightening) in the sky and Thor cant actually fly as such except in the Marvel movies/ comics. There's a bunch of other liberties that Marvel have taken with Thor for the films as he's also married, has kids, has red hair and red beard and many other differences in mythology. He can also make his hammer shrink to fit into his shirt and has a magical belt and gauntlet which double his strength. Kind of like the differences Disney make to some of the characters in their movies which traditionally are very different to the originals and certainly not suitable for children.