Praying for you, brother!
Those are tricky. It’s usually really hard to get them to admit their true reasons for why they believe in something like that.
Asatruar is a word you may want to use in your research. It describes the neo-pagan revival of Norse god worship and may be what your friend is into.
He may have been influenced by other movements, too. Marvel has reawakened interest in those gods as well, unfortunately.
Lastly, he may just be winging it. A lot of people tailor-make their own religions nowadays. They can be hard to pin down.
But, with most people who believe odd things, the best remedy is time and prayer. You’ll rarely meet someone who believes that sort of thing their entire life. They’ll usually drop it of their own accord when it fails to get them the sort of attention they thought it would to begin with.
For some people, their religion is just part of their style. And, styles change.
But, in the unlikely case that he is a true believer, it’s best to educate yourself about exactly what kind of adherent he happens to be.
The Norse gods are all doomed, for instance. There is no salvation for them or their followers. Valhalla is temporary. Pointing out things like that sometimes helps. Also, the Norse gods are kind of dumb. It’s not a wisdom-based religion like some. It’s easy to show Jesus’ superiority over them once you get to know their characteristics.
And, of course, Father is jealous. No other gods before Him! Pointing out the thousand times the OT establishes that He alone is God will eventually convince a person that they do need to choose at some point.
But, as I said, these are tricky. I would pray that God just overwhelms the guy with His Spirit. A drastic transformational experience with God can do what a thousand conversations can not.
Anyway, blessings on your efforts! Pay attention, too. I suspect God has some things to teach you through this experience, as well. Hopefully things that you’ll be able to use with similar people down the road.