It makes one wonder if the idea involved a visit to Valhalla, but sadly Joe Russo didn’t elaborate.
As I recently learned in an email interview with Joe and Anthony Russo, however, writers Christopher Markus and Stephen McFeely played around with a few different approaches for that particular story.
As is, Avengers: Infinity War finds Thor (Chris Hemsworth), Rocket (Bradley Cooper), and Groot (Vin Diesel) on a journey to Nidavellir, which is the realm where his original lightning-conjuring hammer, Mjolnir, was forged.
Namely, there was a version of the script that found Thor going to his grandfather — presumably Bor — in order to acquire the Stormbreaker axe and become an equal match for Thanos.