"Thor: The Dark World" left a lot of implications on the Marvel Cinematic Universe. While the plot of the movie itself was all about Asgard (except for the Ether), the ending and the post credits teases a lot of possibilities.

Marvel President Kevin Feige was interviewed by io9 about those exact questions. He remains vague and careful, but gives us enough of a sneak peek.

On Odin's impending death: "I don't know, I think anything is possible... I think it always will depend... In some way, and this gets really nerdy, we look at the development of all of our movies in these phases. We've talked about this before. [Before] The Avengers [was] phase 1. We're in phase 2 right now, that's sort of the over-arching story lines. Some day people can look back at phase 1, phase 2, or phase 3, however long it lasts, and see a whole cinematic universe. But they can also look at the individual franchises and see arcs and turns. And in a strange way Thor, Avengers, and Thor: The Dark World is a Loki trilogy, which I think is cool. In charting the relationship of these two brothers, when we first meet them as little boys listening to a story their father [tells them] that they were both meant to be kings. Which ended up not being true for one of them, and seeing where that takes him in that troubled journey that Loki goes on."

There is some logic behind Loki's gripe-he wants the throne while Thor is refusing it despite being handed to him on a silver platter. But Loki killing his father cannot be justified.

It's definitely not an easy task to kill the most powerful god in Asgard, so at the very least Loki had conspirators-powerful conspirators.

The post-credits scene with The Collector and the chase for the infinity gems (two of which are the Tesseract and Ether) may imply that Thanos is involved. Did the post credits blow the Collector's cover: "Well, I don't know how much of a cover he had. We look at it more as an introduction. In the same way that perhaps people who stayed through end credits of Iron Man and thought, "what is Sam Jackson doing with that eye patch?" In the same way people will "go what the hell is Benicio del Toro doing there?" And have someone educate them that this is The Collector from Guardians of the Galaxy. It also was legitimately meant to wrap up the ether [from Thor 2], and to sort of put that storyline away for the body of this film. It acts both as a capper for this [storyline], and a set-up for where we can go in the future."

It is projected that "Thor 3" will be shown AFTER "Captain America 3" and BEFORE "Avengers 3." Thus, 'Thor 3' will be the prelude to Phase 3's Grand Battle.