It's been building for some time now. Amidst the controversy that was the reveal of Steve Rogers (Captain America) being an agent of Hydra, the story began. Secret Empire is a story told across several Marvel titles but culminating in this new series. Here's a teaser trailer for the series along with some comments from writer Nick Spencer:
A few months ago it was announced that Marvel would be replacing the Thor we've known for so long, with a new version...a new female version. This news caused waves in the fanboy comic loving world. We've seen changes to our favorite comic book characters before (see my story about the new Wally West). This change seemed to have come from nowhere, but it wasn't alone. We also found out that we'd be seeing a new Captain America soon in the form of Falcon taking over for Steve Rogers. Well, the time for change has come as Thor #1 has hit shelves this week.