Valkyries also work under the god Odin, I believe, who rules over Valhalla. Those who die courageously in battle are transported to Valhalla as Einherjar, where the Valkyries bring them food and drink as they prepare for Ragnarok, an occurrence of massive war and natural disaster after which the world is reborn.
It goes something like that, but you can find lots of information online. The word "Valkyrie" comes from the Norse "valkyrja."
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