So I'm being part of a DnD campaign soon, and I'm making a tempest cleric that worships Thor. Since Thor's weapon is a Warhammmer, and I also use a Warhammer, could the hammer count as a holy symbol or would there need to be some form of engraving/emblem on it for it to count?
You can make it work with a common magical item. The Ruby of the War Mage (from Xanathar's Guide to Everything) can be attached to a weapon or shield and allows that item to be used as a spellcasting focus. As mentioned, it has a rarity level of common so it shouldn't be hard to obtain.
A holy symbol is a defined item and does not have weapon as an option as written
Holy symbols are defined on page 151 of the Player's Handbook:
[A holy symbol] might be an amulet depicting a symbol representing a deity, the same symbol carefully engraved or inlaid as an emblem on a shield, or a tiny box holding a fragment of a sacred relic. [...] A cleric or paladin can use a holy symbol as a spellcasting focus, as described in chapter 10. To use the symbol in this way, the caster must hold it in hand, wear it visibly, or bear it on a shield.
It being a weapon, or engraved on a weapon, are not options per that description. You can on the other hand bear it on your shield. You should ask your DM however about having it on the weapon instead. Unless you're doing it to alleviate action economy somehow, this change shouldn't have any impact (beyond the flavour you're going for) and is likely to be allowed.
A holy symbol is given no hard definition in its description, but PHB151 makes a few suggestions and refers the reader to Appendix B for the holy symbols of common gods. Some of these gods (Ares and Tyr are two) have their listed holy symbol as a weapon.
Be warned that your GM may decide to disallow a cleric of Thor to use a warhammer as their holy symbol. If it's not in the book, the GM can veto it, and your GM may decide that the warhammer is not Thor's holy symbol, but rather his favored weapon, a separate concept from older editions of D&D that gave clerics special privileges for using his deity's favored weapon, but has been removed (minus a vestige or two) from 5e.
Be also warned that your GM may be using a setting where Thor is unknown or nonexistent, and when you're playing a holy man you should always work closely with your GM to straighten out which deities are being used and the dogma of their followers.