Valkyries are a type of female wight (or spirit) from Norse lore. They serve Odin, and on his behalf choose who dies on the battlefield. Those who die worthy in battle are then taken to Odin's hall. There, the valkryies tend to and look after the souls of the honored guests. The valkyries often are thought to work with Freyja as well, and she is seen as a kind of "leader" of the Valkyries. Freyja uses the Valkyries to pick half of those who die in battle and take them to her hall instead of Odin's.
"It would seem then that valkyries are the intermediaries between the human world and Odin. They carry out his will in battle, and as pertains to certain individuals.
They bring his inspiration to the world of humans, and carry certain humans back to Odin." (Uppsala)
In some cases, found in the various sagas and in the eddas, valkyries served as a kind of fylgja (akin to a spirit guide) and would look after certain humans, giving them knowledge and protecting them. Each valkyrie was an individual, and often looked after or was in charge of different aspects. They aren't so far off from minor deities. I've even heard them called "corpse goddesses" before. One theory on them states that the valkyries are actually Disir, which are female ancestral spirits. But who knows for sure?