Asgard was the home of the Norse gods worshipped by the Viking warriors. Vikings believed in a pantheon of gods that lived in Asgard and influenced their lives and battles.
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Vanaheim is home to the Vanir.
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Asgard or actually spelt Asgaard is where the gods lived, both
the Aesir and the Vanir, which were the to god tribes, so to speak.
Thor lived in Valhalla, his hall in Asgaard, and he was of the
Aesir.