Thor: Ragnarok spoilers framåt:
Although even Thor never realized it, he can control lightning on his own. During Thor: Ragnarok, after Mjolnir is destroyed, Thor occasionally exhibits some glimmer, or I should say sparkle of ability. But at the climax of the movie, Thor has a vision of Odin, which tells him "That hammer was to help you control your power; focus it. It was never your source of strength." This realization allows Thor to fully use his power to then defeat Hela and save the day.