Hermóðr the Brave is often considered the messenger of the gods. He is one of Odin’s many sons, and a horseman of unparalleled skills. His ability as a rider faced its most famous test when he rode to the realms of the dead and back in order to fulfill a quest from Frigg. This tale begins with the events that led to Baldr’s death.
According to the sagas, Baldr who had the gift of prophecy dreamt about his imminent demise, a dream he shared with his mother, the goddess Frigg. Hearing about the dream, Frigg quickly acted to stop the prophecy, making every object to swear never to hurt Baldr. All objects made this vow, for Baldr was universally loved, all except for the mistletoe, which was considered too unimportant and nonthreatening and thus forgotten.
The news about Baldr invulnerability quickly spread amongst the gods, who soon created a new pastime of hurling objects at Baldr, just to see them bouncing off without hurting him. Hearing about this new divine “pastime,” Loki who was privy to Baldr’s weakness, crafted a spear out of mistletoe and handed it to the god Höðr. Despite being blind, Höðr actually managed to hit Baldr - some say Loki guided the spear - thus causing his death.
Baldr's stately funeral did nothing to console his mother Frigg. The goddess, in her grief, asked all the Æsir who amongst them wished "to gain all of her love and favor”. The quest she proposed was for a brave god to ride the road to Helheim, in order to offer the goddess Hel a ransom in exchange for Baldr's return to Asgard. Thus Hermóðr story begins, as he agrees to the task and set off with Odin’s horse, Sleipnir, to the realms of the dead, Helheim.
Riding Sleipnir, Hermóðr descended down the trunk of Yggdrasil, the great tree that forms the central axis of the cosmos. For nine nights, he rode through deep valleys, so pitch-black he could not see the way. Finally, he came to a river, Gjöll (“Loud Noise”), which was spanned by a bridge named Gjallarbrú (“Bridge over Gjöll”). On the bridge stood a giantess, Móðguðr (“Furious Battle”).
The guardian of the bridge could tell that Hermóðr was still alive, and wanted to know why he wanted to cross, since he was not yet dead. His answer, that he was going to look after Baldur, appeased the giantess, for she too loved Baldr, and she allowed Hermóðr to cross the bridge.
Upon coming to Hel's gate, Hermóðr dismounted, tightened Sleipnir's girth, mounted again, and spurred Odin’s horse so he would leapt entirely over the gate, for only the dead may enter Helheim through the main entrance.
When at last Hermóðr came to Hel's hall and saw Baldr seated in the most honorable seat in Hel’s hall, his heart rejoiced and he immediately begged Hel to release Baldr, telling the goddess about the great weeping for Baldr among the Æsir.
Even death itself can sometimes be kind, and Hel was moved by the Hermóðr words. The goddess announced for all the presents that Baldr would be released, but only if all things, dead and alive, wept for him, the most beloved god in the nine realms.
His porpoise renewed, Hermóðr immediately jumped back into the saddle of Sleipnir and ran through the nine worlds asking for all the creatures to weep for Baldr. In all of the nine realms, all creatures wept, with the exception of the giantess, Þökk (who in fact was the god Loki in disguise), who refused to mourn the slain god. Thus Baldr had to remain in the underworld, not to emerge until after Ragnarök, when he and his brother Höðr would be reconciled and rule the new earth together with Thor's sons.
This saga shows that sometimes the smallest details are the most important ones, and that sometimes not even riding to Hel and back is enough to make things right.