Spoilers ahead for Avengers: Infinity War. As you probably remember, Thor: Ragnarok saw the God of Thunder's trusty hammer, Mjolnir, get destroyed by Hela — really, nobody could forget that shocking scene. Hela (Cate Blanchett) lived up to her title as the Goddess of Death when she crushed the weapon with her bare hand. In Avengers: Infinity War, though, fans get introduced to Thor's axe from past Marvel comics, called Stormbreaker in this version. It's a bit different from the comics' iteratin, as according to CBR, before Thor got Mjolnir (which first belonged to Thor's father Odin) the young god used a weapon called Jarnbjorn. The axe that Thor (Chris Hemsworth), uses in Infinity War doesn't necessarily play an important part in the long history of Marvel comics, though.
CBR reveals that Jarnbjorn only first appeared in the 2013 comic Thor: God of Thunder, which writer Jason Aaron and artist Esad Ribic created. That comic portrays Thor as Young Viking Thor, who spent time partying with Earth vikings earlier in his life — talk about being born in the wrong era, right? 800 A.D. was where it was at, apparently. According to CBR, Thor uses Jarnbjorn again in the 2015 comics, Uncanny Avengers, by Gerry Duggan Ryan Stegman.
In the comics, dwarves forged Jarnbjorn for Thor, and a similar backstory for Thor's axe plays out in Infinity War because Eitri, King of the Dwarves (played by Peter Dinklage), creates the axe that Thor uses as his weapon in the newest Avengers movie. Nothing could ever replace Mjolnir, however.
It makes sense that Jarnbjorn would be called Stormbreaker in Infinity War; it's a lot easier to remember than Mjolnir, and even doubly so than Jarnbjorn, which sounds more like a new model of Babybjorn carriers for jars than a superhero's weapon.
As tragic as it may be that Thor doesn't have his all-powerful hammer in Infinity War, the whole situation is rectified by the fact that Dinklage plays a part in helping the Viking out. The hammer isn't the first mighty weapon that Dinklage's character, Eitri, has forged for an Asgardian though. According to the Marvel Cinematic Universe wiki, Eitri forged Mjolnir for Odin, so he's well acquainted with the craftsmanship required to make a powerful weapon that can last hundreds of years. Considering that Hela had the power to destroy Mjolnir, you'd better hope that Stormbreaker is built a little more sturdier if it's going to help defeat Thanos.
One major theory about Infinity War was that Mjolnir would return for the film, but not into Thor's possession. Many thought that Steve Rogers aka Captain America (Chris Evans) would get to use the mighty hammer instead. In Avengers: Age of Ultron, each of the the Avengers try their hand at lifting Thor’s weapon. Despite Hulk's strength, the only one who got Mjolnir off the ground was Vision. The next contender was Steve Rogers, who only slightly moved the hammer — much to Thor's dismay. What started as a fun game, which offered the perfect opportunity for Tony Stark (Robert Downey Jr.) to make a joke about not being able to "get it up," turned into a intriguing moment that made fans wonder if Cap had actually just given up instead of really trying to get Mjolnir off the table.
The theory that Cap might use Thor's hammer in Infinity War was stoked by Age of Ultron's writer and director Joss Whedon at 2015's San Diego Comic Con. According to Comic Book, Whedon responded to fans' questioning of why Cap was unworthy of wielding the hammer by saying, "'Is he not? Are we sure?'" Then he went on, "'Did he fail? Or did he stop?' Infinity War will finally answer that question that has hanged over everyone's heads for the past three years, and it also proved that Thor's power definitely doesn't depend on Mjolnir.