I'm pretty sure the new Thor movie [opening tomorrow by the way!] doesn't give us any Beta Ray Bill but I can always dream of a sequel staring with Beta in a lead role. For asking who that alien dressed as Thor, that's Beta Ray Bill, the only person outside of Asgard that can wield Thor's hammer...which we all know is called, Mjolnir. It took #337 issues [which is a genius cover in and of itself] of Thor before someone else got their hands on Mjolnir...it just took someone who was as brave and as noble as Thor.
Beta Ray himself is a member of the Korbinite race who are nearly extinct after their universe got blown up real good. The Korbinites that survived were adrift in space until they ran into Thor one day and as always a battle ensued. Beta Ray got a hold of Thor's hammer and gained his power and costume. Long story short, Thor and Beta Ray become allies and Odin gives Beta his own hammer called Stormbreaker.