Please note that this post will be largely personal UPG. There are many, many wonderful resources available on Odin, including various blogs written by devotees of His. This short personal account of Him at Hagstone is recommended if you would like to read about another individual's interactions with Him. I've found that some of the author's impressions overlap with my own.
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To begin: I am hardly the first person to write this, but Odin can be scary. All our Gods and Goddesses can be scary, of course. They have sides that are so fierce and so beautiful, so cruel and so comforting... so very much alive in all the senses of that word. Odin takes this sort of presence and power to His own heights. I am hard-pressed to think of a God who more denies and defies analysis and definition--and that is not an observation that comes lightly after one has interacted with Loki.
I've noted before that Loki was the God who reached out to me first in ways that I could not ignore. Odin, however, was the first Deity I met through one of Loki's introductions... and very early on, at that. While individual takes may vary, I did--and still do--very much experience Odin as the "Father of the Gods." Meeting Him felt like an "official welcome" in ways that are difficult to put into words. Indeed, my first attempt to make a formal offering to Odin actually turned into my formal dedication to the Norse pantheon. That had not been what I had been expecting, but it was what He wanted, and it felt utterly appropriate.
More often than not, I experience Odin as a father or a teacher. At times, His voice can be unmistakable: with one sentence, He can cut through so much floundering and nonsense. He's the God who has sometimes pushed me when I badly needed a push, but who has also inspired me incredibly deeply. The idea I come back to again and again with Him is passion. Passion to the point where it scares. Passion to the point where the soul feels raw and bruised. But in that passion, there is renewal and life. In all honesty, I am very much in the process of learning here. Odin is such a remarkably intellectual and wise God, but He will not let a person hide behind their presumed intellect or wisdom. He is the God of living, of experience... of opening to the terrors and pains, of knowing the truest joys and most beautiful freedoms. He is a God of feeling life and being. Merely getting through is not enough. He reminds us why we should seek more--greater passions, greater knowledge, greater depth.
For this reason, one of my favorite names for Him is Veratyr, the God of Being.
Odin is also very powerful. He can sometimes shake up the physical realm (I've found that Loki sometimes does this too). Here, I will share a personal story. Make of it what you will. I can only state that the experience had quite an impact on me.
Perhaps a year and a half ago, I was standing in front of my altars attempting to pray to Forseti. Usually, I do get some sense of my fulltrui's presence, but that morning, there was a gentle but unmistakable current in another direction. I was feeling Odin's presence instead. I remember Him saying something about having the Gods' protection--and here I truly do not wish to convey overtones of either arrogance or of having some sort of license to act foolishly--and then immediately heard a crash from the next room. I rushed over to investigate and discovered that set of heavy wooden book shelves I had installed above my bed had all broken off the wall at once and fallen down, landing right where I normally sleep. Admittedly, I had entertained a few quiet concerns about these shelves, but they had seemed stable enough and had seemed to be holding up over time. My lingering suspicions had apparently been more accurate. If the shelves had fallen on me while I was sleeping, I might have been hurt. I really believe Odin did me an incredible kindness that morning.
It seems to me that Odin is very much a protector of the Gods and Goddesses, and of all Asgard--as much so as Heimdall, but with the willingness and ability to travel far, work trickery, and play different sides against each other, sometimes for what we might consider obscure ends. I get the sense that He has the good of His pantheon at heart, but that He can be quite ruthless when necessary. Certainly, He seems to have a bit of a reputation as a hard (but infinitely rewarding) God to have as a fulltrui. I'm not His in that way, though, and leave the subject to those who are better prepared to discuss it.
There is so much more that could be said about Odin. There always is. His connection to spoken and written language is one of His aspects that fascinates me, so I will conclude here with a list of Odin's many names.