Thor is a warrior, at the heart of it - he's straight-forward, far from stupid and yet he thinks in straight lines more than corners (unless it is military, because he knows how and when to sneak). So, I think he'd get along with Steve and Clint (if you have Clint doing Army before SHIELD, anyway).

He's also been raised a prince, which many people forget - he knows politics, albeit politics of another world. He's been raised in a Viking-esque culture, so I'd take less points from the comics and more hints from the Norse? Their cultures are not exactly the same, and yet, the Norse worshipped his kind. But he's been raised with a rich background of stories and culture - he has his own culture, which I find a lot of fics forget in favour of laughing at him.

And, yeah, he's xenophobic - he's been raised xenophobic, and no matter that he is genuinely trying to get over it and through it (presumably with no help from his culture - not sure about his peers or parents), he's got an arrogance and a superiority there that's not going away, and really shouldn't be forgotten. But at the same time, he's got a genuine wonder about him, too. Steve is...similar, but different. Very different. Steve is a kid, and in Avengers, he's a bitter one - Thor is older, far more experienced, with a genuine love for battle that Steve just doesn't have. But if Steve had to watch Bucky fall by accident, Thor had to watch as his brother deliberately let go - he saw his brother try and kill himself, and I think that's still bouncing around his skull, no matter what Loki is doing now.

But I don't think Natasha would think him a goofball - she's a spy who can, presumably, take on different cultures. She can recognize that he's been raised to be a leader and a prince, and he's an ally now. So, I think she'd take the time to understand him? I personally have a fic planned where they talk about siblings, as my Natasha was sisters with girls from the Red Room, and one of them, later, was massively self-destructive in 'doesn't care how many people die' way towards the end. So, in that fic, that is a point of shared grief and understanding between them - that sometimes you love someone, and it doesn't help and you have to let them go. (Not that...Thor is letting go of Loki for a while, he's too innately loyal for that.)

I guess maybe at the heart of it - view the team from Thor's POV first, if you can, and then flick it back to how they view him. The Stories That Stay With You is one of the best Thor-from-his-POV fics I've ever read, and has a lot of the team in it.

...and I'll stop babbling, oops.