In Norse mythology, Hermod is the god sent by the Aesir to Helheim to try to reach the underworld ruler, Hel, to return Baldr to Asgard. He is the son of Odin and Frigg.
His name means fiery in combat. He arrived at the gates of Helheim on the back of Odin's horse, Sleipnir. He can be assimilated to the Greek god Hermes and his Roman equivalent Mercury, as the fastest god and for being the messenger of the gods.
Hermod in the Prose Edda
Hermod appears in a different form in section 49 of the prosaic Edda book in Gylfaginning. There, it is described that the gods were speechless and devastated by Baldr's death, unable to react due to grief.
After the gods regained their sanity from the immense shock and anguish of Baldr's death, Frigg asked the Aesir who among them wished to "gain all their favor and love" by traveling the road to Helheim, the underworld or realm of the dead in Norse mythology.
Anyone who accepted was to offer a ransom in exchange for returning Baldr to Asgard. Hermod agreed to this and set out with Sleipnir on their journey to Helheim.
Hermod rode Odin's horse Sleipnir for nine days and nine nights through deep and gloomy valleys to the bridge Gjöll covered with shining gold, this being protected by the maiden Móðguðr. Móðguðr told him that Baldr had already crossed the bridge and that Hermod should ride down and north.
Arriving at the portal to Helheim, Hermod dismounted, tightened the saddle, remounted and pulled Sleipnir in such a way that he jumped over the portal. So at last Hermóðr reached the hall of Helheim and saw Baldr sitting in the most honorary seat. Hermod begged Hela to release Baldr, citing weeping among the Æsir. Then Hela proclaimed that Baldr would only be released if all things, dead and living wept for him.
Baldr gave Hermod the Draupnir ring which was burned with him at his stake, to return it to Odin. Nanna gave him a cotton robe for Frigg along with other gifts and the ring for Fulla. Then Hermod returned with the message.
Hermod is called "son" of Odin in most manuscripts, while in the Codex Regius considered the best manuscript, he is called sveinn Óðins, 'boy of Odin', which in context comes to mean more like 'servant of Odin'. In any case Hermod in later passages is called by Baldr as brother and also appears as Odin's son in the list of Odin's sons.