Mjolnir was first seen when Thor, Loki Laufeyson, Sif and The Warriors Three invaded Jotunheim. As mentioned above, Thor used Mjolnir to take out several hundred Frost Giants in a very short time. Thor then used it to kill the huge Frost Giants monolith. When Thor was exiled, his father Odin All-Father placed an enchantment on it so that any who wielded it would command the power of Thor; however, the hammer can only be lifted by those who prove themselves worthy.
Mjolnir landed some distance away from Thor when they were exiled to Earth, and the hammer became stuck in the mud. Because it can only be wielded by the worthy, the hammer resisted all attempts to be removed, even when the S.H.I.E.L.D agency took over and Phil Coulson began surveying it.
S.H.I.E.L.D's surveyance of the hammer came in useful when Agent Jasper Sitwell detected high electromagnetic pulses north-west of their position - the Destroyer arriving on Earth. S.H.I.E.L.D attempted to stop it - futilely. They later detected when Thor sacrificed himself to stop the Destroyer and thus proved himself worthy. The hammer began to shake, and then broke free of its casing and flew to Thor. Coulson witnessed the fight and approached the god, questioning him about his honesty.