Are you interested in the legends and history of the Norse people? One good place to start learning about their gods and goddesses is in the Eddas and Sagas, collections of stories that go back hundreds of years. You can read nearly all of them online via these links.
The Poetic Edda, also known as the Elder Edda, is a collection of stories first written down about a thousand years ago. This translation, by Henry Adams Bellows, includes tales of a number of gods and goddesses, heroes and monsters, kings and warrior women. This collection is one of the most comprehensive sources of Germanic legends, and its influence can be seen in many contemporary writings. Perhaps the most noteworthy tribute is the work of J.R.R. Tolkien, who was not only an author, but also a scholar of Norse legend. In the 1930s, Tolkien wrote a retelling of the Poetic Edda's Legend of Sigurd and Gudrún, which was not published until 2009.
Written - or at the very least, compiled - by Icelandic poet Snorri Sturlson around 1200 c.e., the Prose Edda consists of a number of tales that any traveling bard or entertainer would have known. It includes a number of stories regarding the backgrounds of the gods, as well as their creation and destruction.
The Volsunga Saga, or the story of the Volsung family, is one of the earliest remaining examples of epic poetry, dating back to at least 1000 c.e. It tells of the adventures of a number of heroes, including Sigurd the Dragon Slayer (who served as inspiration for Aragorn in Lord of the Rings), and his lover, the shieldmaiden Brynnhildr. Odin himself makes regular appearances, typically as a one-eyed old man wrapped in a hooded cloak.
The Laxdaela Saga, composed in the thirteenth century, is one of the few Icelandic sagas that scholars think could have been written by a woman. It's the story of Keltill Flatnose and his many descendants, who depart Norway and head to the Orkney Islands. Guðrún Ósvífursdóttir shows up to create a complicated love triangle, and there is plenty of death, vengeance, and religious piety.