Is Thor in Marvel a god or an alien?
In the Marvel Cinematic Universe, it's a bit of both.
Sometimes the word "god" in the MCU doesn't refer to an actual supernatural god like God (and "god" and "God" are very different too).
For instance take Ego the Living Planet. When he was talking to Peter Quill in Guardians of the Galaxy Vol. 2, they had this funny exchange:
Ego: I'm what's called a Celestial...
Peter: A Celestial, like a God?
Ego: Mmm, small "g" son.
that depends on whatever you mean the comics or MCU.
in MCU, they aren't. they live for mere 5,000 years and they die. Kevin Feige openly stated that they are not Gods.
Odin himself stated that.
usually in MCU, someone says that he/she is a God out of arrogance or that he is very powerful.
now the comics are entirely different case. they are actually divine beings that makes them Gods.
for example, they can hear prayers when someone prays to them (basically the main attribute that makes them Gods), they are powered by a prayer, they can recognize other beings if they are Gods or not (Odin said that Celestials aren't Gods), Abyss said that she hasn't seen anything exciting in one hundred thousand years (Thor) and says that he is a God, Gods are metaphysically connected to their followers.
there are others but this is enough.