Oddly, I would recommend watching a few videos on YouTube by the channel 'overly sarcastic'. Their focus is on history and story-telling tropes more than mysticism, but they do some magnificent deep dives on old myths, stories, and cultures along with individual gods and their tales.
The main volume of coverage so far has been grecko-roman, but they have at least a couple related to the norse gods if you hunt through their library. At the very least it makes for a good primer of the stories of the gods, and by extension their personalities.
I would start reading the Eddas to get an understanding of the Gods and their powers. If the Eddas are too complicated to read, Neil Gaiman on viking mythology is really good. From there, I would figure out which culture I would want to follow- Norwegian, Icelandic etc..