In terms of the players filling the bench of “The Revengers”, that cast of characters also includes Thor’s adopted brother, Loki, his loyal fellow Asgardian, Heimdall, and his avenging friend, Bruce Banner / The Hulk.
The second party he’s talking to in this moment is Tessa Thompson’s Valkyrie, the person who prompts Thor to explain the name of this new Thor: Ragnarok team.
Which is only fair, because when recruiting anyone to a team, it’s important to have a good name, as well as a strong roster.
Of course, that is presuming Mark Ruffalo’s character changes his mind, as his official opinion at the end of this clip is that he’s undecided on the matter.