What were Jane and Selvig doing out in the desert in the first place anyway?

I think in the simplest way they are looking for abnormalities in space....and potentially worm holes.
Re-watched it last night as going through them all in the grand scheme order. A lot of most of the films I had forgotten; some nice reminders of good scenes, lines, cast etc, a few films I have not seen at all (like Captain Marvel - a least favourite) and others I had only ever seen once (like The Incredible Hulk).
Thor I think I have seen three times now, but I’m no expert as to exactly what Jane and her team are doing in the desert - my above answer works ok in my head anyway lol. Suffice to say I don’t think it’s ever really that important for her character or even the story, because her character gets totally lame as soon as she starts going all gooey for Thor and behaving like a complete idiot.

They were detecting abnormalities in the atmosphere in that location, likely due to the hammer being tossed through a wormhole which SHIELD also detected. It’s implied time works differently in Asgard which is why the hammer apparently dropped down about a day before Thor showed up despite there only being about a minute’s difference on Asgard between Odin tossing it to Earth and then banishing his son.

They were studying weird energy spikes in the atmosphere in the area. Remember, Jane had been upgraded to a physicist who was out in the field and doing hands-on research. She didn't understand that the weird energy spikes she saw on her analyzer were wormholes being made when Odin threw the Hammer to earth and later banished his [power-stripped] son there.