Odin: The All-Father, head of the Pantheon, terrible spear-shaker, grey wanderer, blah-blah-blah.
Freya: Odin's wife, Goddess of Life, Death, and Fertility. Takes an active role in mortal's lives.
Tyr: God of War, One Handed God.
Heimdall: The Ever-Watchful Guardian of Asgard, Land of the Gods
Loki: Lord of Fire and Mischief. Cast out of Asgard, land of the gods, by the Aesir (Gods), and began wandering the world, searching for the Four Greatest Gifts to arm himself for Ragnarok, final battle of the gods.
There are many other Aesir that will not take an active role in this freeform.
Aesir: A tribe of gods, worshipped by mortals.
Vanir: A second tribe of gods, the adversaries of the Aesir.
Giants (Jotun): The quasi-divine giant beings. Some are adversaries of the gods, while others are not. Fire and Frost giants.
There are four worlds on Aska Yggdrasil, the World Tree: Asgard, Land of the Gods, Midgard, Land of the Mortals, Niflheim, Land of the Dead, and Jotunheim, Land of the Giants.
Loki is half-Aesir and half-Jotun. He has been rejected by the Aesir and the Vanir because he is half-giant, and he seeks find the Four Greatest Gifts to give him power. He seeks to use power to create a world of equality where he will be accepted. In his wanderings, Loki has fathered three children with Angrboda, a giantess: Fenris, a giant demon wolf, Jormungandr, the serpent that encircles the four worlds and Yggdrasil, and Hel, Goddess of the Dead.
The general theme of your characters should be Germanic or Nordic.