If you are new to Thor, this may be the only look you recognize, but Thor has worn a variety of suits of armor, most ornamental, but occasionally providing protection or even augmentation of his already prodigious abilities.
Current Earth #616 Thor
This Thor wears a suit of scale-like mail, knee-high boots, a red cape, a winged helm and several ornamental disks on his upper torso. The only piece of equipment he uses is his mystical short-handled warhammer, Mjolnir.
Aside from Mjolnir, there is nothing inherently magical (at least as currently defined by Marvel) in this scalemail worn by Thor. Since is has not been defined, it is probably the same kind of Asgardian steel used in weapons and armors in Asgard.
Yes, it is probably tougher, stronger, and more damage resistant than Earth steel, but nowhere near as durable as Mjolnir which is composed of mystically enhanced, magically-charged, and Odin-enchanted Uru metal.
This armor is mostly a fashion statement since Thor is nigh-invulnerable to most human, alien and Asgardian technologies and magic. It resembles his very first look established in Journey into Mystery. It updates the look, removes some of the yellow and films very well with the proper embellishments.
Journey into Mystery Thor Vol 1, #107
If you are reading older versions of the character, you will find he DID wear a suit of armor designed to protect him from harm.
Thor's Battle Armor
Created by Walt Simonson, it was used during a story where Thor was cursed by the dark goddess of the realm of Hel, a survivor of a previous Ragnarok, Hela with the inability to die, but whenever he was injured, he could no longer heal.
All of his injuries became permanent (note the brace on his right arm). To slow the damage and allow him to retain his mobility, a suit of armor was created by Tony Stark and Dwarf ironmongers to provide protection while he sought a way to lift the curse. (Thor Vol 1. #373)
He would eventually be nearly killed and forced to inhabit one of the mightiest suits of armor in Asgard, the body of the magical weapon, the Destroyer. Using the Destroyer he lay siege to the realm of Hel and Hela restored his body, his health and lifted the curse to get him to send his spirit back to his body and leave the shell of the Destroyer. (Thor Vol. 1, #382)
Thor and the Destroyer; The Destroyer; Thor AS the Destroyer