Of course thor cant die he god of thunder....

Loki died, Odin died, Hela died and all the Allfathers died too. Maybe their lifespan is longer than humans but Odin died a natural death.

In avengers Loki tricks Thor and traps him in his cell and Loki says to him just before he drops the cell, “Humans think us to be immortal, shall we test that?” Loki was being sarcastic because he knows that the are capable of dying.

Even in the myths and in the MCU, the Norse Gods could die. Thor isn't an exception.

One might argue that Odin was turned human and Loki was a Frost Giant, but other Asgardians like Hela, Heimdall, Frigga, and the Warriors Three have died, and so did Ego, who was pure-blooded Celestial. Even Thanos is capable of dying with the right weapon.

Asgardians are just more powerful than humans

Odin says that they are not God's in the dark world (I think), that they live and die, and many Asgardians including Odin and He'll have died

Yes, Thor: The Dark World is where he says that, right at the beginning when Loki refers to himself and Odin as gods. Though it is mentioned Asgardians have longer lifespans than humans, which is likely why humans think them immortal

Asgardian are just mortals with a higher immunity, stamina, and strength, with a higher resistance to diseases, and thus, they have a much longer lifespan than us humans.

Thor can Indeed die just as his father, mother and Loki have. Asgardians have more structured physical forms than terrans and live much longer but they're still not immortal.

Thor admitted that he can be killed in IW during that scene with Rocket.