"One swing from the God of Thunder not enough for you? Perhaps you're up for seconds?"
Thor is a 5 star hero, commonly used by big spenders (it takes about $2,400 worth of gems to get him). His Holy Hand skill, like all hero skills, hits through Immunity. So Holy Hand will damage all of your creatures, but isn't guaranteed to paralyze them. Whether or not they get paralyzed is determined by the strength of the skill, as the likelihood of the skill inflicting paralysis increases as the strength of the skill increases.
I, personally, have gone up against quite a lot of Thor decks, but only the full human ones actually gave me any trouble. So, I advise that you use Thor in a full or primarily human deck.