I've mentioned the story before, but I'm not sure I've ever really told it myself. The most important points are these: Thor woke up one morning to find Mjolnir conspicuously absent and sent Loki in search of it. How the heck someone else snatched Mjolnir out from under Thor's nose is not explained, BUT, Loki encounters a giant named Thrym (for whom the poem is named Þrymskviða), who claims to have stolen it and hidden it where Thor will never get it back UNLESS the gods give him Freyja as his wife. As you can imagine, Freyja is not interested in this arrangement, and Freyja being who she is, simply refuses, so the gods decide (Heimdal comes up with the plan, and Loki talks a VERY reluctant Thor into it) to dress Thor up as Freyja and send him to Thrym to be wed.
Thrym is clearly not the brightest crayon in the box, since he's taken in by this ruse. It's kind of a "Grandma, my what big ears you have!" moment, with Loki whispering "the better to hear you with, my dear!" in Thrym's ear, disguised as Freyja/Thor's maid. And seriously, Thor really does not do a whole lot to keep his disguise, as you can see by this singular quotation:
24. [...]For real guys. Thrym bought this. After watching his bride-to-be eat an entire ox. In fact, he bought it so hard, he brought out Mjolnir and set it in Thor/Freyja's lap.
Thor alone ate an ox, | and eight salmon,
All the dainties as well | that were set for the women;
And drank Sif's mate | three tuns of mead.
25. Then loud spake Thrym, | the giants' leader:
"Who ever saw bride | more keenly bite?
I ne'er saw bride | with a broader bite,
Nor a maiden who drank | more mead than this!"
26. Hard by there sat | the serving-maid wise,
So well she answered | the giant's words:
"From food has Freyja | eight nights fasted,
So hot was her longing | for Jotunheim."
At which point, Thor went about slaughtering the giants, of course. All while still dressed as a bride. And what a pretty bride he makes!