"Thor: The Dark World" executive producer Craig Kyle has spoken about how the ending of the first "Thor" film and how events in "The Avengers" setup the situations seen in the upcoming 'Thor' follow-up.
It seems the destruction of the Bifrost (the rainbow bridge), which allowed for easy travel between the nine realms, will have a major impact on the story:
"The Bifrost was destroyed at the end of the first Thor. Odin had to break a lot of rules and laws, and take a lot of himself to send Thor to Earth in The Avengers. And during that time when they couldn't jump from Asgard to the other worlds chaos reigned.
And so we come into a time of real strife in the nine realms. You've got Marauders who are moving from world to world that are pillaging and attacking helpless planets, because they know the cops can't come. And we just catch into a story in a way finding out where the hell is everybody, you know?"
The film's villain Malekith, the king of the Dark Elves, holds a personal grudge against Odin. With Odin having broken rules to send Thor to Earth, those actions will have big implications for the man himself and all of Asgard.
Source: Screen Rant