At the end of Avengers 2, Thor flew back to Asgard on a specific mission. The events that unfold in Thor 3 will apparently set the stage for Avengers 3: Infinity War.
As teased in Age of Ultron, Thor intends to find the whereabouts of the Infinity Stones, which will lead to a direct confrontation with both Loki, who now poses as Odin and, reportedly, Thanos himself. However, it's not yet confirmed whether Thanos (who's going to be the primary villain in Avengers 3) will make an appearance in Thor 3.
According to a report from Youth Health Mag, the events in Thor: "Ragnarok will be very important for the Marvel Cinematic Universe as its main plot involves the end of the world and the emergence of the Infinity Stones (4 of which have been revealed in already-released Marvel movies). All six of these stones, when collected with the Infinity Gauntlet, can give its wielder infinite power and immortality." (via Christian Today)
With Thor 3 slated for release in 2017 and filming yet to begin, there's little chance that fans will get to see a teaser trailer of the film this year (either at the 2015 Comic-Con or a special Marvel event). Maybe Marvel will attach the first Thor 3 trailer to the eagerly-awaited Captain America: Civil War which will release in May 2016.
Meanwhile, Cinema Blend also points out that Chris Hemsworth might not be playing Thor forever. In the Marvel comic books, it was just recently revealed that Thor is now a female, with the hammer Mjolnir passing to Jane Foster – played in the Marvel films by actress Natalie Portman as Thor's love interest.
According to the report, it is possible that Thor might die or relinquish his powers and Jane would be the one to pick it up after she proves she is worthy of carrying the hammer and its powers.
Thor: Ragnarok will release on 3 November 2017.