The first difference is that Zeus was of Greek mythology while Thor was from Norse mythology. Zeus was the father of the gods, after overthrowing the Titans, while it seems that Thor was the son of Odin, father of the Norse gods.
Thor wielded a hammer while Zeus had his lightening bolts.
Thor is associated with thunder, lightning, storms, oak trees, strength, destruction, fertility, healing, and the protection of mankind.
Zeus is also associated with lightening and it is said that he had a special regard for oak trees. He is often a symbol of strength, courage, and justice.
I hope that helps a little!