Hermóðr is a son of Odin. When Baldr was killed and all gods were speechless and devastated at his death, it is assumed that he was too. After the gods regained themselves, Frigg, Baldr's mother, asked who among the gods wished to gain all her love and good will. However, to gain them, that person must ride to Hel and offer her a ransom if she will let Baldr return to Asgard.
Hermóðr offered to undertake the journy on Odin's horse, Sleipnir, a horse with eight legs and can outrun the wind. He rode for nine days and nine nights in deep, dark valleys were he couldn't discern anything until he arrived at the river Gjöll. There, he crossed a bridge covered with glittering gold, a bridge that was guarded by the maiden Móðguðr. After Móðguðr told Hermóðr that Baldr had crossed the bridge and headed towards the abodes of death, Hermóðr continued his journey until he came to the barred gates of Hel.
Upon his arrival, Hermóðr dismounted, tightened Sleipnir's girth, mounted again and spurred Sleipnir so that the horse leapt entire over the gate. Upon reaching Hel's hall, he finds Baldr seated in the most honorable seat, and passed the night in his company. The next morning, he begged Hel to allow Baldr to ride back with him, assuring her that there were nothing but lamentations heard among the gods. However, Hel announced that Baldr would only be released if all things, living and lifeless, wept for him, he shall be released. But if anyone thing was to speak against him or refuse to weep, then Baldr shall be kept in Hel.
Hermóðr then rode back to Asgard and told the gods everything he had heard and witnessed. Upon this, the gods dispatched messengers throughout the world to beg everything to weep in order for Baldr to be delivered from Hel. All things willingly complied with this request, both men and every other living being, as well as earths and stones, trees and metals. As the messengers were returning, they found an old woman named Thaukt sitting in a cavern, and begged her to weep Baldr out of Hel.
However, the old hag never wept, preventing Baldr from returning back to Asgard. It is suspected that this old woman is no other than Loki himself, the god that had tricked the blind god, Baldr's brother, Höðr into killing him.
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