Thor 4 is going to be a very different movie as well.
Endgame is a finale for the Captain America, Sam Wilson will need to do the same with that of Steve Roger's. Meanwhile, films like The Eternals and Shang-Chi will bring new heroes (and villains) into the MCU.
Endgame has both Tony Stark and Steve Rogers returns with Thor 4. Here's how Thor 4 will be different from Ragnarok, starting with the biggest change:
Valkyrie Is The Queen Of New Asgard
Thor's arc in Avengers: Endgame is possibly his most transformative one yet, reconciling the person he thinks he's supposed to be with the person he actually is. In doing so, Thor realizes there's someone better suited than him at being the ruler of Asgard - Valkyrie. Throughout Endgame, Valkyrie already is a leader to the Asgardian refugees in all but name, but Thor abdicates and hands the official duties of ruling New Asgard over to her at the end of Avengers: Endgame.
Valkyrie is now Queen of New Asgard and it's the first time a character other than Thor or Odin (or Loki disguised as Odin) has ever ruled the Asgardians in the MCU. Come Thor 4, Valkyrie is likely to still be in charge, and having previously spent so much time away from Asgard, she could very well bring a fresh perspective to the usually arrogant and once isolated kingdom. Valkyrie will be a very different ruler than either Odin or Thor, and a New Asgard under her rule is sure to reflect that.
New Asgard Is Established (And Prosperous)
Thor: Ragnarok destroys the realm of Asgard, while Red Skull first discovered the Tesseract).
Tønsberg is renamed New Asgard and under Valkyrie's guidance, grows in to a prosperous fishing village. By the time Thor 4 rolls around, there's no telling how far New Asgard will have come. Now on Earth, New Asgard may share some of its knowledge with the planet, advancing the rest of the MCU.
Thor Is A Guardian Of The Galaxy (But Can Return)
Thor has been the main link between the MCU and Asgard since the beginning, but as his story has evolved, he's spent less and less time among his own people. That all came to a head when Asgard was destroyed in Ragnarok, and with the realm gone and his people looking to Valkyrie for guidance, Thor is free to be his own man/god. At the end of Avengers: Endgame, Thor hops on the Benatar and flies off with the Guardians for adventures yet unknown.
Not until Midgard once again.
Loki Is Still Alive (In Another Timeline)
Along with Queen Valkyrie, New Asgard, and an absent Thor, the other big change come Thor 4 is Loki. On the one hand, Thor's brother is dead, having been killed by the Tesseract/Space Stone.
It's unclear what future (if any) Loki will have in the MCU films, but prime MCU timeline - will have some role to play in Thor 4, antagonizing Valkyrie and New Asgard, possibly even being what causes his brother to come home. If so, Thor and Loki will again be odds, offering up a very different dynamic from where the brothers last left off.
When Will Thor 4 Release?
Thor 4 currently doesn't have a release and, in fact, hasn't even been officially announced by Marvel Studios. The only MCU film that is officially announced is Spider-Man: Far From Home, which Taika Waititi has already pitched an idea to the studio.
Marvel Studios is also at various stages of development on anytime in the near future.