We're now far enough past the release of Ultron and the end of Shield. No more spoiler tags are required in this thread until Ant-Man.
My theory about Ragnarok:
Thor left Earth knowing that someone is trying to assemble the Infinity Gauntlet. We saw Thanos take the glove itself from Asgard at the end of Ultron. Also, the Asgardians know the Collector has at least one stone. Thor should learn of the glove's theft and the events of GotG soon.
"Odin" is actually Loki, and in Shield season 1 he had Sif capture Lorelei. I predict Loki and Lorelei working with Thanos behind Thor's back: glove and Tesseract in exchange for killing Thor, ensuring Loki's rule. This is the battle that leads to (or is) Ragnarok.
In Shield season 2, Sif came to Earth chasing a Kree. Why? Is Asgard at war with the Kree? I predict some Kree will be the force Thanos brings to Ragnarok, another headache for Thor to deal with. After all, we've already seen Thanos work with one Kree, why not more? I also predict this Kree involvement will drop some easter eggs to set up Inhumans down the road. I'm not saying the Kree will be a big thing in Ragnarok, but we'll see some.
Of course, Ragnarok is supposed to be the death of the gods, but I'm guessing Marvel won't kill Thor before Infinity War. (I don't know how many movies Hemsworth has left on his contract, but I think he's in through Infinity War.) There is a type of scene that has occurred in Marvel Comics on multiple occasions when Thanos (or another big celestial baddie) comes to Earth. A hero (usually a very powerful one like Thor) falls to Earth in advance, bloodied and near-dead, uttering one word of warning: "Thanos!". In the original Infinity Gauntlet comic, this hero was Silver Surfer falling into Dr. Strange's living room. Dr. Strange could well be involved with this scene - remember Dr. Strange is out a year before Ragnarok - but I predict the hero will be Thor because Fox has the rights to the Surfer.
Where that scene gets placed in Phase 3 is the question. End of Ragnarok? If so, part of main movie or the after-credit stinger? Start of Infinity War, like it starts the Infinity Gauntlet comic? In any case, I predict we'll get at least Thor crashing bloodied to Earth because of Ragnarok, warning of Thanos, at some point in Phase 3.