wield Mjolnir, and the enchanted hammer was discarded on the surface of the Moon. It was eventually picked up by a mystery woman, and Marvel unveiled a brand new character, the female Thor.
It was a year before Marvel revealed that this new Thor: Ragnarok, which seemingly takes the idea off the table. After all, how can there be a new Thor if Mjolnir is nothing but dust?
Avengers: Endgame may have provided a solution. The Avengers launched a last, desperate mission to Steve Rogers proved worthy to wield Mjolnir. At the end of the film, Captain America was charged with one last mission: returning the Infinity Stones to the past, to the moment they were taken, in order to cauterize the alternate timelines the Avengers had created. He took Mjolnir with him.
Most viewers assumed that Captain America put Mjolnir back on Asgard as well. But that may not be the case; according to the Ancient One, it's the removal of an Infinity Stone that creates a new timeline. If Steve Rogers returned the Aether at the moment it was taken, then the entire timeline following on from that moment would have been erased. That means the Mjolnir Thor took was a relic from a timeline that no longer exists; it doesn't need to be returned at all.
So what happened to Mjolnir? It's entirely possible that Captain America hid the enchanted hammer somewhere in the past - meaning it could conceivably turn up again. What's more, Avengers: Endgame demonstrates that it's indeed possible for someone other than Thor Odinson to be worthy to wield the hammer, and that - just as in the comics - anyone who can pick up Mjolnir gains the power of the Mighty Thor, something that was first unveiled in the 2011's Thor movie. The potential is clearly there for another Thor - potentially even a female one. Given the relationship between Marvel Studios and Natalie Portman seems to have improved of late, it's possible Portman could return to the MCU, but in a far greater role.