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Helheim is the Underworld of the Aesir, ruled by Loki's daughter, Hel.

Despite the fact that Hel lent its name to Hell, where “sinners” are eternally tormented, Helheim is actually more complex. Everyone goes to Hel upon death; one’s actions in life have little to nothing to do with one’s lot thereafter.

To join the Norse Underworld, one could follow the road set by Hermod. When Baldur died, the Godborn Hermod departed from Asgard, the stronghold of the Gods, riding Sleipnir, the horse of Odin. He descended down the trunk of Yggdrassil, the great tree that forms the Aesir's Axis Mundi. After traveling through darkness and mist inside the tree, one can eventually would come to a river clanging weapons and ice blocks, dropping vertically to the depth of the Underworld. If one survives the fall, one would finally arrive at the wall surrounding Hel.
Hel is the underground realm of cold and general lifelessness. Those who fall in its depths are trapped, not by physical guardians, but by the land itself. The living who have the folly of venturing inside of Helheim lose themselves in the vast, cold, treacherous peaks and caverns of Hel's realm. Over the wall, the temperature lowers drastically… When Souls find themselves in Helheim, they travel into Hel's Palace, at the bottom of the Underworld. The road, paved with the screaming heads of those who died an honorless battle, burried up to their necks for their failure. Hel passes judgement on the souls, determining their resting place within the nine layers of the Underworld. At the bottom lies Hel's palace, engulfed in a freezing mist where the mind and the body becomes numb.

There is no salvation for those Souls, no reincarnation or rebirth. The vast halls echo with the screams of the damned, kept in check by Hel's enforcers. However, one soul could theoretically be saved by reaching the top layer of the Underworld, reaching a one-way gate to Valhalla. However, such a path is extremely difficult, filled with challenges set by Hel and Odin to make sure no unworthy soul would reach the armies of Ragnarok. From fighting to poetry, from crafting to binge drinking, every task is more daunting than the last. Layer by layer, the temperature rises little and the inhabiting souls are more and more heroic (in the norse sense of the term).