Some call it the Norse Religion, Viking Mythology, and the Viking Religion, but the most correct is Norse Mythology.
The name of Surtr's sword in Norse mythology is "Surtalogi".
Hestia is the Greek goddess of the hearth, home, and fire; she is not a part of Norse mythology.
BaduhennaBaldrBeylaBiliBragiDelligrEirEostreForsetiFreyjaFreyrFriggFullaGefjunGersemiGerdrGnaHariasaHeimdallHelHermodarHilnHrethaHnossIlmrIdunnIrpaLodurrLofnLokiNannaNojordarOdinSaxnotThorTyrUllrValiVidarrVeVili(Just to name a few)
Perhaps you could get some ideas from Norse Mythology, or Ancient Egyptian Mythology, Japanese Demonology, or other myths. There are many name ideas to choose from.
Grimner could potentially refer to Grimnir, an Old Norse name for the god Odin, who is associated with war, knowledge, and wisdom in Norse mythology.
Valhalla.
There is not a Norse name for Artemis the Greek goddess. They are two very different cultures.
Ragnarok is another name for the Norse armageddon, which is a series of events that results in the end of the world in Norse mythology.
In Norse mythology, Thor does not have a thunderbolt for a weapon nor named.
In Norse Mythology there are three brothers that create the world out of the body of Ymir. They are Odin, Vili, and Ve.
There were no gorgons in Norse mythology. However, the goddess Hel is sort of like Medusa.
He probably read the Norse Mythology because Gandalf was a Dwarf's name in the Norse Mythology. There are many other names J.R.R. Tolkien took for his story like Elrond; Saruman; Mordor; Iluvatar; Aragorn and many more.