Marvel has never given the planets or dimensions of origin of any of its "divine" beings. They are and have been depicted as entities/aliens descended somehow from the Earthforces called Gaea and Atum, and who take on the guises of "gods" during their early interactions with humanity. All we are know is the Asgardians and other deities live in nearby dimensional realms protecting the Earth from cosmic threats.
The first gathering of the Council of Godheads, to combat the imminent threat of the alien Celestials, in Thor #300:
Most of what we know of the origins of the Skyfather deities isn't revealed until the return of the Celestials who plan to destroy the Earth if they didn't find it worthy. The Skyfathers of all of Earth's major pantheons get together with Odin and attempt to (unsuccessfull) repel the Celestials. Until then, we were given no indication of who, how or why these beings were on Earth.
Marvel later again confirms the Asgardians (and by proxy, all other deities) were "not from around here" and were aliens who lived on Earth far in the past, alongside humans. There are many later depictions of this Council of Godheads who explain their relationships with humanity and stand as defenders of the Earth, removed from worship or regular interference with Earthly affairs.
