Norse mythology is what the Germanic people, Germans, Dutch, Austrians, Scandinavias and others used to believe before Christianity took over. The Mythology forms part of the Norse religion which still exists today and is called Asatru.
- Odin is also known as Woden, as Wotan and by many other similar names. Odin is the single most important Deity within Norse Mythology. Odin does a lot of fighting, he is sometimes good and other times Bad. Wednesday is named for Odin. 
- Freya was in some traditions wife of Odin. She was Blond and very beautiful and got half the warriors killed in battle. Friday is named for her. 
- Thor is the Norse god of thunder. He is very strong and has a powerful hammer that he strikes to make thunder. Thor protects humanity, especially ordinary people. Thursday is named for Thor.
- Loki is the Norse god of mischief (although he is sometimes referred to as the god of evil, or the god of fire).
- Hel is the ruler of Helheim and the daughter of Loki. 
- Tyr is a very ancient old Norse God. Tyr's place in Norse mythology is intriguing. He's a somewhat minor God, but clues suggest that he may have at one time been far more important. Tuesday is named for Tyr. Tyr sacrificed his right hand (his power?) to keep all safe from Fenrir, as contrasted to Odin who's sacrifices were more self-interested.
- Valkyries are the Norse equivalent of angels. They, like Sleipnir, deliver the dead who have died in battle to Valhalla.
- Fenrir is a wolf that was born from Loki, Norse god of mischief.
- Jormungand is the world serpent in the Norse religion.
- Sleipnir is Odin's steed Horse in the Norse religion. He carries the dead who have died in battle to Valhalla.
- Jotun are a race of giants in Norse religion. 
- Asgard is the Norse home of the gods.
- Valhalla is a location in Norse religion where fallen warriors go after they die.
- Hel or Helheim is where the dead go. There are no reliable records of Nordic views on the afterlife.
- Helheim was a cold, depressing place where souls of lesser mortals went when they died. It is the Norse equivalent of Hell.
- Alternatively perhaps all dead people went there and it wasn't depressing. 
- Jotunheim is the home of the giants in Norse religion. 
- Niflheim may have been a place of cold, fog and darkness in Norse mythology but there's no proof traditional Norse People believed in it.