Valhalla's pleasures have a grim purpose, and this is what distinguishes the Norse warrior-paradise from a simple reward. Odin gathers the greatest fallen warriors not merely to honour them but to build an army: the Einherjar are being kept and trained for Ragnarok, the doom of the gods, when they will march out through Valhalla's many doors to fight beside Odin against the giants, the wolf Fenrir, and the forces of chaos in the last battle, a battle the sources foretell the gods will lose, and in which Odin himself will be devoured by the wolf.
There is a stark heroism in this: the reward for a warrior's death is admission to a doomed host, to fight and fall again at the end of the world, because to fight well in a losing cause is itself the highest honour. This conception, collecting the valiant dead against a foreseen defeat, gives Norse religion its distinctive tragic grandeur, and it shaped a warrior ethic in which the manner of one's death mattered supremely: to die in battle was to be chosen, and to be chosen was to feast in Odin's hall until called to the final, hopeless, glorious fight.