There were a lot of things about the movie Avengers: Age of Ultron that didn't quite fit together smoothly.  The creation of Ultron himself seemed forced, and way too easy.  The emergence of the Vision with between little and no explanation was awkward, especially given that he seemed to be a reincarnation of Jarvis, with the exact same voice.

The opening fighting sequence didn't seem to have much to do with the rest of the movie either, except to open a window to introduce the twins.  Even the death of Quicksilver left us all wondering why that had to happen.  Yet with any superhero movie, a leap of faith is necessary in order to thoroughly immerse yourself in it.

Most of these gaps go unanswered and frankly, as fans, we think that is fine. The absence of the mediocre subplot involving Thor fell into this category for most of the audience members as well.  After all, the god of thunder makes a habit of popping in and out of the Midgardian realm, so not seeing him for a few scenes didn't seem like there was much of a hole in the movie.

After seeing the trailer of what was deleted from the movie however, it seems we actually missed quite a bit.

https://www.youtube.com/watch?v=Ib8oqcyPEaU

Check out what was in the deleted scenes

The deleted scene we are talking about involves Thor and Dr. Eric Selvig on a quest to visit the "Norn."  The Norn appear to be some sort of supernatural/mythological beings that are all-knowing and seem to have a relationship to Thor's world.  The only way for Thor to communicate directly with these beings is to immerse himself into their magic pool and allow them to possess him.

Once possessed by the supernatural Norn, someone else has to ask questions for them to answer, which they can answer through Thor.  That's where Dr. Selvig comes in.  He is Thor's ally and the only one who truly has the wherewithal to ask the correct questions when the time comes.

This process appears to be somewhat painful to Thor, as he thrashes around wildly in the water while he is possessed.  After the scene ends, they have retrieved the information they needed about the infinity stones and how they are involved with Ultron, and they blend back in with the rest of the cast.

Avengers director Jos Whedon had this to say:

"There was a 195-minute cut of this movie. The original scene was that Thor went to speak to the Norn and how it would work was that he'd go in the pool and the Norn possess him, basically, and Erik Selvig asks all the questions, and the Norn, speaking through Thor, give the answers. So Chris [Hemsworth] got to do something different, and he really threw himself into it, and he did a beautiful job, but it wasn't well regarded by the test audiences and I feel it's probably largely because it was a rough cut with no effects, but also because it's something that in a Thor movie would work brilliantly, but in this movie is just a little too left of center."

The reason we are discussing this now is due to the upcoming release of the Avengers: Age of Ultron Blu-Ray release on October 2.  This deleted scene is available on the Blu-rayversion, and is certain to cause a lot of conversation as more pieces start to fit together in the puzzle that is the Infinity Stone storyline.  Watch it for yourself and draw your own conclusions.