If you’re sitting there reading the title thinking ‘huh?’ don’t worry too much, it’s easy enough to explain but it takes a few broad strokes. To start with, the first reason for this comes from what we might see in WandaVision, where Vision is still alive and he and Wanda get to live out a comfortable, cozy life that somehow doesn’t feel right judging by the looks on their faces and the reactions of a few of the people around them. But if this is in fact a world that Wanda has created so that she can have a bit of happiness that was stolen from her, there are bound to be consequences, especially if it happens to be the Dream dimension that she’s using to do this. Stay with me for a second, since the idea of the various dimensions being battered and beaten by time travel and thinned out the point that people can start making their way between worlds if they know is one that some folks are using, it would open up a new can of worms so to speak. Using the Dream dimension could weaken the walls between worlds a little more, meaning that virtually anyone with the knowledge of how to access different dimensions could travel wherever they want, which could mean that Lady Thor could easily make her way from her own world to the earth where Thanos nearly destroyed the world in Endgame. But if you’re thinking that she probably needs a reason, you’re right. And if you’re thinking that this doesn’t make much sense, just keep reading.
With the reveal of the multiverse, even if it was bogus in Spider-Man: Far From Home, the idea now is that there are multiple dimensions scattered across the multiverse and different versions of many upon many people. This means that in on universe it’s possible that Jane Foster, who was destined to die from cancer in the comics, could have picked up Thor’s hammer and become the new god of thunder. The whole notion of bringing the original Jane back does feel a bit wonky since there would need to be a lot of work put into why she now has cancer, why she’s back in Thor’s life, and so on and so forth. And it wouldn’t work since the story of Jane taking on the mantle of the thunder god had to do with Thor being found unworthy, which is no longer the case in the MCU since he was found worthy in the first movie once again and he now wields Stormbreaker, which isn’t quite the same as Mjolnir. But the theory also goes onto explain that Wanda’s tampering with the Dream dimension could possibly unleash a great number of creatures and beings from other universes that don’t belong on earth, which would bring Doctor Strange into the picture as he would need to send as many beings back to their respective universes as quickly as possible. But it could be that some might stick around since if we’re talking about the X-Men, the Fantastic Four, and others, it could be that this would be a fantastic idea. But as far as bringing in Lady Thor, it could be that she’ll be investigating a planar disturbance in her own universe, or that she’ll somehow be inadvertently dropped into the current MCU in some fashion. In any case, it won’t be the same Jane Foster, but it will be Natalie Portman behind the mask and wielding Mjolnir, which won’t interfere with Thor and Stormbreaker.
Considering that Wanda did a great bit of damage in the comics it’s not too hard to think that her character could do just as much in the MCU since her powers have been growing quite a bit since she was first introduced, and if WandaVision does end up being a dreamscape of her making it’s very likely that she’ll have increased in power to the point that she’s now a danger as well as a boon to those that she allies with since it’s fair to say that she’s been one of the more powerful characters since the second Avengers movie since she’s been evolving and pushing herself even further with each movie that comes out. Now that she can create her own pocket dimension it feels certain to say that she could rip open the veils between one reality and another, if by accident at first, and cause a dimension-wide calamity that the many heroes that exist across the multiverse would have to fix. The mere fact that Lady Thor is coming is great enough, but to think that the next phase or two of the MCU could be bringing in even more characters is even better since people have been wanting to see certain heroes make their appearance for some time.