Thor could tell this wasn't easy for Diana to talk about, let alone to confide in someone she'd only known for a matter of days, ultimately, so he respected her that little more for it. She trusted him, which spoke volumes more than anything she could have said ever would. Given that Thor didn't even trust himself sometimes, it was a huge sign of her confidence in him and he wasn't about to disappoint or let her down.
Her surprised expression wasn't unexpected, but still, it was flattering. He wasn't exactly the kind of person one would think of as having a normal human relationship, let alone not being the one to end it. Thinking back, he decided it was only fair since she'd told him about Steve Trevor. Thor took a breath, let go of Diana's hand for a second, then offered her an almost sad sort of smile.
"You would have liked her, actually. Her name is Jane Foster. She's a scientist. She's the first person I met when I came to Earth that first time in the modern era. Would you believe I fell out of the sky and landed on her jeep?"
The last part of the story, he couldn't help but laugh, but he continued on, just for a moment. "It was a... natural sort of development. We helped each other achieve goals, then that became more, about the time some Asgardian weapons leveled the town she was staying in. We were together for years after that. I even took her with me to Asgard once, but that ended up only putting her in more danger. Eventually, enough was enough and she couldn't take the... danger or... whatever anymore. She left."