Atreus is actually God of War‘s representation of the Norse god Loki. Of course, God of War‘s iteration of Loki involves far more mystery and intrigue than the Marvel Cinematic Universe's version of Loki. For instance, the World Serpent tells Atreus at one point that he looks familiar to him. This refers to Norse mythology, whose iteration of the World Serpent is the progeny of Loki.
The MCU and God of War‘s interpretations of Thor and Loki differ in other ways, as well. Thor appears very briefly in God of War, particularly in an end credits dream sequence by Atreus. In this sequence, Thor appears stoic and otherwise ready to exact revenge for Baldur's death, hinting at a sequel. While brief, this Thor is similar to the classical depictions of the god from Norse mythology who is similarly stoic and brutish.
In the MCU, Thor has taken on a very different interpretation. In 2011's Thor, Chris Hemsworth's portrayal is somewhat low-key. The character is absolutely brutish but also portrays elements of comedy and doesn't appear as stoic as his God of War or Norse mythology counterpart. Thor's last appearances, from Thor: Ragnarok to Avengers: Endgame, have been mostly comedic, though the character is still capable of incredible feats on the battlefield.