The Nine Realms
From Norse Angels
The Nine Realms are Asgard, Vanaheim, Jotunheim, Muspelheim, Alfheim, Svartalfheim, Helheim, Midgard and Niflheim. They surround Yggdrasil the World Tree.
Travel between the Realms is arduous even for a godling, but not particularly mysterious. Fairy circles in the wildest forests lead to Alfheim, deep caves lead to Svartalfheim, volcanoes lead to Muspelheim, etc. It's usually possible to find paths between the worlds to visit a destination, though traversing them is another matter.
Asgard
The home of the Aesir - Gods of Thunder - and inextricable ally of Vanaheim. Ruled over by Odin and one of the two strongholds of the gods. Asgard also contains Valhalla, home of the Einharjar, Odin's honoured dead who died gloriously in battle.
Vanaheim
The home of the Vanir - Gods of the Earth - and equally inextricable ally of Asgard. The other stronghold of the gods, ruled over by Freyja
Muspelheim
The realm of fire and home of the Fire Giants, ruled over by Surtr, and staunch ally of Loki.
Jotunheim
Home of the Jotun - the Frost Giants. A cold realm, but nowhere near the desolation of Niflheim. It is ruled over by Utgard Utgardsson. The Jotun dislike the gods, but do not harbour any loyalty to Loki either.
Alfheim
The Alfar - or "Light Elves" as most outsiders call them - live in Alfheim, a place of nature and life. The Alfar have a long-running feud with the Svartalfar, and as a result have so far made little time for the struggle between the gods and Loki. The Alfar are known for their skills at herblore, exploration and travel, and wilderness survival. They are also famous for their skill at crafting the materials of Nature, Stone and Ice.
Svartalfheim
The Svartalfar - or "Dark Elves" - live in Svartalfheim, a mountainous place where the sun barely shines. Like the Alfar the Svartalfar have so far been more interested in their own conflict than with the gods or Loki. The Svartalfar are known for their skills at spying, stealth and mining. They are famous for their skill at crafting with the materials of Darkness, Iron and Fire.
Helheim
The domain of Hel and the destination of the dishonoured dead. The denizens of Hel are multitudinous, but they are unwilling conscripts in Hel's schemes, preventing them from being the force Hel dreams of.
Midgard
The realm of humans; known for being inventive, adaptable and resilient, they otherwise have no great intrinsic power. Interestingly though, they were the only species suitable for making godlings and lokilings from.
Niflheim
Niflheim is the expanse at the edges of the domain of Yggdrasil. As you go further in to the wastes and Yggdrasil's influence wanes the laws of reality break down, and the beasts become massive. Even the gods fear to tread too far in to Niflheim. Some say if you went far enough you'd reach the edge of... everything. The roots of Yggdrasil try to extend in to Niflheim, but creatures like Nidhoggr gnaw on them, preventing Yggdrasil from taming the wastes.
Yggdrasil
The World Tree itself is a physical place that you can visit, but is not considered a Realm so much as the pivot around which everything else revolves. Yggdrasil is fed by three wellsprings: the Well of Urd, located in Asgard; the Well of Mimir in Jotunheim, where Mimir’s head floats and where Odin gave his eye for the secret of runes; and the Well of Hvergelmir in Niflheim, which is where Nidhoggr dwells and gnaws at the World Tree’s roots.