Thanos' gauntlet (with all the Infinity Stones attached) is visible in the Asgardian vaults. The gauntlet is left-handed (like Thanos'), unlike the right-handed fake gauntlet seen in the Thor films.
When Thor first arrives in Vegas, there's an Elvis impersonator who utters, "Holy Moley." Holy Moley was a phrase that the DC Comics version of Captain Marvel was fond of saying, and Elvis Presley had stated publicly that he based many of his costume designs after the one worn by Captain Marvel Jr. Marvel Comics has had several characters called Captain Marvel (one of them appears in this episode) and DC's Captain Marvel is now re-named Shazam. Both live-action films of these characters, and Shazam! (2019), came out the same year: 2019. Also, Shazam actor Zachary Levi played Thor's companion Fandral in Thor: The Dark World (2013) and Thor: Ragnarok (2017).
The morning after the party, Thor can be heard mistaking Rocket Raccoon for a rabbit. In Avengers: Infinity War (2018), Thor similarly called Rocket a rabbit.
This story takes place in the Earth-72124 version of the Marvel Universe.
Thor being so irresponsible is due to lacking a sibling to help him mature due to pranks pulled on HIM.