Hermóðr appears distinctly in section 49 of the Prose Edda book Gylfaginning. There, it is described that the gods were speechless and devastated at the death of Baldr, unable to react due to their grief. After the gods gathered their wits from the immense shock and grief of Baldr's death, Frigg asked the Æsir who amongst them wished "to gain all of her love and favor" by riding the road to Hel. Whomever agreed was to offer Hel a ransom in exchange for Baldr's return to Asgard. Hermóðr agrees to this and set off with Sleipnir to Hel.
Hermóðr rode Odin's horse Sleipnir for nine nights through deep and dark valleys to the Gjöll bridge covered with shining gold, the bridge being guarded by the maiden Móðguðr 'Battle-frenzy' or 'Battle-tired'. Móðguðr told Hermóðr that Baldr had already crossed the bridge and that Hermóðr should ride downwards and northwards.
Upon coming to Hel's gate, Hermóðr dismounted, tightened Sleipnir's girth, mounted again, and spurred Sleipnir so that Sleipnir leapt entirely over the gate. So at last Hermóðr came to Hel's hall and saw Baldr seated in the most honorable seat. Hermóðr begged Hel to release Baldr, citing the great weeping for Baldr among the Æsir. Thereupon Hel announced that Baldr would only be released if all things, dead and alive, wept for him.
Baldr gave Hermóðr the ring Draupnir which had been burned with him on his pyre, to take back to Odin. Nanna gave a linen robe for Frigg along with other gifts and a finger-ring for Fulla. Thereupon Hermóðr returned with his message.
Hermóðr is called "son" of Odin in most manuscripts, while in the Codex Regius version—normally considered the best manuscript—Hermóðr is called sveinn Óðins 'Odin's boy', which in the context is as likely to mean 'Odin's servant'. However Hermóðr in a later passage is called Baldr's brother and also appears as son of Odin in a list of Odin's sons
The son of Odin and Frigg and the messenger of the gods. After the death of Balder, Frigg sought for one brave enough to face Hel, the ruler of the underworld and plead for his Balder's return. The great hero Hermod the Nimble volunteered to make this dangerous journey. He mounted Odin's steed Sleipnir and traveled to the underworld.
When Hermod came upon the gates of Hell, he jumped right over them and entered the great hall of the dead. There he saw Balder and he begged Hel to release him because Balder was loved by all so no-one could miss him. Hel was skeptical and agreed to release Balder on the condition that everything, dead or alive, should weep for Balder. If only one thing should not cry, then she would keep Balder in the realm of the dead. Hermod returned to the land of the living and told the gods what Hel's terms were. But not everyone wept and therefore Balder had to remain in the underworld until the end of the world.
Hermod carries a magical staff called Gambantein.
-------------------- Please indicate sources of this Person in this section. (Edda ?)