In the mid-credits scene, we see that Zeus is still very much alive. We suppose it would take quite a bit more than a lightning bolt through the chest to take down a god — especially one so adept at wielding his own static discharges. As the tag reveals, he's still around for the time being, surrounded by his mistresses. The scene starts with this tableau featuring Zeus speaking to someone else off-screen, and it's clear he holds a mighty big grudge against the God of Thunder. Toward the end of his speech, Zeus makes it clear that he wants an unseen interlocutor to take Thor down a peg. It's at this point that we finally get a look who's on the other side of this conversation.
While he doesn't say much, we get our first look at Hercules, played by "Ted Lasso" star Brett Goldstein, in the Marvel Cinematic Universe. He looks determined to make his father proud, and he has a pretty big weapon to get the job done. It's at this point the screen cuts to black, and audiences see the rest of the credits.
It doesn't give away too much, but it does imply that Hercules will get into a confrontation with Thor down the road. It wouldn't be out of the question for this to transpire in a prospective "Thor 5," especially seeing how the very end of the credits promise that Thor will return. It seems as though his trip to Omnipotence City will have wider-ranging consequences when it comes to getting on the wrong side of the Greek pantheon.