Thor Odinson dropped Mjolnir after Nick Fury whispered something to him (we don't know what), that was so devastating, he became unworthy to wield Mjolnir and promptly dropped it.
After vainly attempting to lift it again for weeks, he left it to go fight some ice trolls, and while he was gone, she walked over to it, and picked it up.
Odinson still doesn't know she is the one who now wields his erstwhile hammer (she has a mask on when she's Thor) but having fought alongside her, he has given his approval of her as the new Thor.
Consequently, although he is still Odinson, and Prince of Asgard, he can no longer bear the name Thor.