The comic book version of Valkyrie does have some history with the Grandmaster, the ancient alien being who loves gambling.
“I bring the Grandmaster things that may be of interest to him, and one of those happens to be Thor.
Though the trailer and Thompson’s comments indicate that the character will begin as an enemy of Thor, the trailer also shows Thor and Valkyrie working together, which suggests that the character will adopt a heroic role that more closely resembles her comic book counterpart.
One thing that we already knew about her role in Thor: Ragnarok is that she would be replacing Jane Foster as Thor’s love interest.