The Nine Worlds are in chaos and Thor wants to ask Odin why he’s slacking off.
Heimdall has been declared a traitor. Thor knows Heimdall wouldn’t betray Asgard, and also knows Heimdall can see everything.
There’s a massive new statue of Loki. Thors knows his brother is a narcissist.
‘Odin’ is slouched in a bathrobe eating grapes watching a play that glorifies Loki to an extent that seems a bit off. Even proving his theory right.
Thor then has a conversation in which ‘Odin’ behaves amazingly sketchily.
Odin is surely powerful enough to deflect Mjolnir if he wants, right? So if ‘Odin’ is Odin, there’s no danger in the test. Proving his thoughts right.
Also, a big proportion of the audience knows before Thor does. So the movie, which is always keen to crack on to the next plot point, doesn’t labour this one. It’s basically just ‘the things Thor sees on the way to where Odin is’, and they all work really nicely, and escalate from subtle or vague Loki-clues up to (6), which is, of course, sledgehammer Thor stuff. So the way the clues are written and dramatised are all structurally and stylistically and literally about bringing the two brothers back together.