Odin consulted the runes, and saw that Baldr, the most beloved god, would die. But the Aesir refused to accept it as fate and made all things - stone, iron, ash, birch, oak, etc. swear that they wouldn't harm him, and they did. So the gods turned Baldrs newfound immortality into a game. They would use him for target practice with spears, bows, etc. Or throw stones at him. soon after, Loki began planning a way to kill Baldr. Soon, he discovered that everything swore not to hurt him. Except for mistletoe - because none of the gods thought that mistletoe could kill anyone, and so overlooked it. So he took some and fashioned it into an arrow. Then, he went to Hodr, the blind god, and began to tell him stories - how none of the gods truly respected him because he did not hunt. and then that he would help him kill a stag big enough to impress the others. he helped Hodr to nock the mistletoe arrow, and aim it towards the stag. this, however, was not a stag. this was the handsome god.
at the pyre, made from Baldr's ship, Odin left his ring, draupnir, with Baldr and whispered something in his ear, which no one but he will ever know. his wife, Nanna, was so stricken with grief that she died on the spot and was set on the pyre with her husband. his horse was also set on the pyre. many beings attended the funeral - Aesir, Vanir, Alfar, Dvergar, Giants, and others. they all mourned his death.
Hermod, a son of Odin, did not attend the funeral; he had been sent to to Helheim with sleipnir to ask Hel to let Baldr leave. he rode for nine nights, and when he arrived, the giantess who watches the gate asked why he was there, for he clearly wasn't dead - and also asked why his lone footsteps sounded like that of an army. he answered to her satisfaction. then, he met with Hel and made his request. she said that she would let him free, but only if everything in all the worlds wept for his death. the gods all went about the worlds, petitioning everything to weep - gods, elves, men, dwarves, iron, coal, stone, etc. and they all did. except for one. a vile witch named T?ck refused to cry. So Hel's terms weren't met and so Baldr remained in Hel.
*some sources say that Loki offered to help Hodr join in the fun of throwing things at Baldr without it having any effect on him, and that was how he tricked him.
**spoiler alert: Tock is Loki in disguise.we'll get to that later.