I'd recommend beginning with Thor: God of Thunder. It's a great starting point that sets up the mythos and storylines well. Plus, the art is amazing. There are also some collected editions that group the early issues together for easier reading.
In the comics, Thor was mainly portrayed as a physically fit and strong character. There might have been rare alternate storylines or interpretations where his appearance was different, but that wasn't the norm.
Yes, there are comics where Thor's orientation is explored as bisexual. It's a way for the comic industry to present more inclusive and diverse character traits.
Sure, Jane Thor is in the comics. Her character brought a fresh perspective and showed that anyone could be worthy of the Thor's power and responsibility.
Yes, Thor is considered an alien in the comics. He comes from Asgard, which is often depicted as a realm separate from Earth and populated by beings with different powers and characteristics.