Before you go to Thor, you must find a way to save Yggdrasil, the Tree of Life.
Explore the White Forest
You can reach the White Forest via the Valhalla Plains. After the cutscene, you will control Mint and Arche. You will not be attacked while you walk around the forest. If you want to leave, walk up to Cless/Cress and Klarth/Claus.
Go east, then go east again, and collect the mushroom. Then go west, use the southwest exit, keep going south until the path splits four ways, and go west and collect the mushroom. Then go back to the four way screen and go south, and collect the mushroom there. Once again, go back to the four way screen, and now go east, then south, and get the mushroom. Go north, then go slightly north, get the mushroom behind the rock, then go north until you reach another four way screen. Keep going east until you reach a dead end. There is a mushroom there behind a tree. You have now collected all of the mushrooms in the White Forest.
Go west one screen, then keep going north. Arche will leave. Keep going north.
When you are in control of Cless/Cress, set his skill to Tiger Teeth, and equip a Moon Falux on him. Have Klarth/Claus ready to summon Luna.
Go east, then use the southeast exit, go east twice, go south, and talk to Arche there to get her to join you. Have her ready to cast Ray. Then keep going north until you reach Mint and the Unicorn.
Tiger Teeth works well in this battle. Use a Flare Bottle on Cless/Cress to do more damage.
Spirit Forest
After the cutscene, equip Mint with the Unicorn Horn. Go to Beladum and rest there, then go to Venezzia.
If there is anything that you want to do before leaving this time period, do it now. Purchase the Tempest skill in the Venezzia Armor Shop if you haven't already.
In Venezzia, go to the northeast part of town and use the northernmost path to reach the ship on the left side of the dock. Talk to the captain and ask to go to the Abyss of Thor.