A few years ago, the Celestials did return, and not long after, the Destroyer, powered by the souls of all Asgardians (except Thor, who arrived late to the battle), and armed with the gigantic Odinsword, attacked the Celestials but was swiftly destroyed, leaving the Asgardians' spirits scattered.
The Council also tested Thor to see if he was worthy of taking Odin's place in the group after his death, but Thor failed one of the tests when he provided food to a starving people instead of teaching them how to gain more by themselves.