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[Greg Wheatley, Chad Orzel, Jonathan Vessey, Erica Sadun, Pam Korda, Karl-Johan Noren, Fred Van Keuls]
This is just a quick overview. For a more Thor-ough discussion of Norse parallels in TWOT, see Karl-Johan's page on the subject. There is a link to it from the Wheel of Time Index (See Section 0.08).
Mat and Odin: Mat has many of the attributes of Odin-- wide brimmed hat, a spear with ravens drawn on it which refers to "Thought" and "Memory" (the names of Odin's ravens) and will in the future almost certainly lose an eye. Also, Odin agreed to be hung from Yggdrasill in order to gain wisdom and power-- a definite parallel to Mat being hung from the Tree o' Life in Rhuidean.
Heimdall's Horn: Heimdall's job was to guard the Rainbow bridge into Asgard against the Giants. During the Last Battle (Ragnarok), he was to blow the horn Gjall to signal the arrayed gods and dead heroes that it was time to fight. cf. Horn of Valere. Granted, there are differences - the Heroes are bound to the Horn and not to a specific cause, and they live in T'A'R rather than the afterlife as such (where they'd fight all day, cutting each other to pieces, then get healed at day's end. Always got a kick out of that-- sounds like a real heavenly afterlife to me), but the concept of dead heroes waiting around for the final battle stays the same.
Rand and Tyr: Tyr was a Norse god of war and of justice. This is a parallel with Rand bringing strife to Randland, and with his concurrent attempts to rule justly and by the rule of law. (Note: Tyr is not connected to legality as a maker of peace or a bringer to justice, but more as the embodiment of laws as power, of the fight that is fought in court instead on the battlefield. The god of justice in the Norse pantheon is Forsete, of which next-to-nothing is known. [Karl-Johan Noren]) Tyr's arm was snarfled off by the monstrous wolf Fenrir (Perrin?) when the gods chained him. (The gods thus defeated one of their greatest enemies, at the loss of one of their greatest assets, Tyr's right (fighting) hand.) If this parallel is valid, then this could be evidence that Rand will lose his hand-- RJ said at a signing in Atlanta that he deliberately made Mat like Odin and Rand like Tyr. Furthermore, Tyr offered to put his hand in Fenrir's mouth as an assurance that the chains would be removed. Hence, it was a willing sacrifice. This may be analogous to Rand sacrificing his life or body parts at Tarmon Gai'don (or before).
Perrin and Thor: Karl-Johan Noren notes: "Even though Perrin does not share any attribute with Thor other than his strength, his beard and the hammer, their roles and personalities are remarkably similar. Both are mostly connected to the common men, both have a good head but are slow to use it, and both are terrible in their anger, though Thor has much closer to it than Perrin. Perrin's hammer is a symbol for peace and building, but this trait is also present in Thor and Mjolnir, even though it is not readily present in the myths."
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