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Niflheim (or Niflheimr) ("Mist Home", the "Abode of Mist" or "Mist World") is one of the Nine Worlds and is a location in Norse mythology which overlaps with the notions of Niflhel and Hel. The name Niflheimr only appears in two extant sources, Gylfaginning and the much debated Hrafnagaldr Óðins.
Niflheim was primarily a realm of primordial ice and cold, with nine frozen rivers. According to Gylfaginning, it was one of the two primordial realms, the other one being Muspelheim, the realm of fire. Between these two realms of cold and heat, creation began when its waters mixed with the heat of Muspelheim to create a "creating steam". Later, it became the abode of Hel, a goddess daughter of Loki, and the afterlife for her subjects, those who did not die a heroic or notable death.
Etymology
Nifl (whence the Icelandic nifl) being cognate with the Old English Nifol ("dark"), Dutch nevel and German Nebel (fog).
Gylfaginning
In Gylfaginning by Snorri Sturluson, Gylfi, the king of ancient Scandinavia, receives an education in Norse mythology from Odin in the guise of three men. Gylfi learns from Odin (as Jafnhárr) that Niflheimr was the first world to be created after Muspelheim:
Odin (as Þriði) further tells Gylfi that it was when the ice from Niflheimr met the flames from Muspelheimr that creation began and Ymir was formed:
In relation to the world tree Yggdrasill, Jafnhárr (Odin) tells Gylfi that Jötunheimr is located under the second root, where Ginnungagap (Yawning Void) once was:
Gylfi is furthermore informed that when Loki had engendered Hel, she was cast into Niflheimr by Odin:
Hel thus became the mistress of the world of those dead in disease and old age. One last mention of Niflheimr appears where it is the last destination of the jötunn who was killed by Thor after he had built Asgard:
Hrafnagaldr Óðins
In Hrafnagaldr Óðins, there is a brief mention of Niflheimr as a location in the North, towards which the sun (Alfr's illuminator) chased the night as it rose: