Appropriating mythological characters is fine and dandy, but making fundamental changes to them that don't serve a greater purpose to the audience is not.
Simply moving them from mythology to a superhero universe is already a fundamental change. Marvel has made many, many, many other changes to Thor. In fact, when he was first introduced, it was as a normal human finding Thor's hammer in a cave and turning into Thor. There already have been "what if?" stories exploring the scenario where his wife/girlfriend found the hammer instead. Storm has wielded Mjolnier on several occasions and turned into Thor. An alien has turned into Thor.
Fundamental differences compared to the mythological Thor are central to Marvel's Thor.
To take a non-mythological example, I've enjoyed the change from "John Watson" to "Joan Watson" in Elementary (the John Watson associated with Sherlock Holmes, in case you aren't familiar with it). Why? Because in the original Sherlock stories there has always been a kind of weird relationship between Sherlock and John. Changing John to a female character presents those relationships in a different light, just as it would if the characters were gay. So that's interesting.
And so is this. This is also an interesting new twist to the character. It's not as if they're turning Thor into Spiderman or something. It's just that now, a woman is Thor.
To take another example, in the Thor movie, making Heimdall black was stupid. That added nothing.. though since he was a minor character it wasn't a big deal.
Did it take anything away? To a lot of people, it most certainly did add something. There was nothing stupid about making him black.
Hypothetically, if they had made Loki black to make his "otherness" more obvious, that could have been interesting on many levels so it would be a worthwhile change to explore.
I feel like we're getting to the heart of the matter here. You associate black with "otherness". Let me guess: you are white? And male? Do you associate female also with "otherness"?
Do you realize that there are people like you who are black and/or female? That to them, there's nothing "other" about black or female? And if culture continues insisting that black and female are "other", then they will be forced to see themselves as "other", or all of culture will become "other". Wouldn't it be better to accept blacks and women as people just like yourself?
So what does changing Thor into a woman bring to the table?
Well, apparently it exposes these kind of preconceptions. That's something.
For now, I can't think of anything interesting that comes up as a result of Thor being a woman. So to me this was a stupid change.
To you maybe, but to many others, it's a wonderful change. And even you may eventually see something interesting coming from this. I hope you will.