In Norse Mythology the gods inhabit the heavenly world of Asgard, while humans live on Midgard. They are joined, as mentioned briefly in my post about rainbows, by the bridge called Bifrost. They are part of a cosmos of Nine Worlds which are joined by a central tree of Yggdrasil and different worlds inhabit different races, for example, dwarfs, elves, jotnar, thursar and trolls.
The afterlife in Norse mythology is complex and there are various ‘heavens’ where a being could go after death. These include the murky realm of Hel, a shore of corpses where those who needed to be punished were sent to; the Holy Mountain of Helgafjell where those who had lived good lives would continue to live good lives in much the same way; to Folkranger which is ruled by the goddess of war Freyja, or to Olin’s martial hall of Valhalla. Hel and Helgafjell are inhabited by those who died of old age,disease, etc, but Odin and Freyja share between them those who died in battle. Whereas Freyja rides onto the battlefield to select her half among the slain, Odin’s are fetched by the valkyries who perform the same duty.
The valkyries take the deceased warriors to Valhalla where they become einherjar. Einherjar are then responsible for preparing the events of Ragnarok (Ragnarok is a series of events in the future, such as natural disasters, that will lead to the destruction of the world by flood. Following this flood the world will rise again to be repopulated by two survivors). They are also taken care of by the valkyries who bring them plenty of mead. Their overall purpose is to remain fit for the final battle.