From wikipedia, on Baldr
Baldr had a dream of his own death and his mother had the same dreams. Since dreams were usually prophetic, this depressed him, so his mother Frigg made every object on earth vow never to hurt Baldr. All objects made this vow except mistletoe.[4] Frigg had thought it too unimportant and nonthreatening to bother asking it to make the vow (alternatively, it seemed too young to swear).
When Loki, the mischief-maker, heard of this, he made a magical spear from this plant (in some later versions, an arrow). He hurried to the place where the gods were indulging in their new pastime of hurling objects at Baldr, which would bounce off without harming him. Loki gave the spear to Baldr's brother, the blind god Höðr, who then inadvertently killed his brother with it (other versions suggest that Loki guided the arrow himself). For this act, Odin and the giantess Rindr gave birth to Váli who grew to adulthood within a day and slew Höðr.[5]
Baldr was ceremonially burnt upon his ship, Hringhorni, the largest of all ships. As he was carried to the ship, Odin whispered in his ear. This was to be a key riddle asked by Odin (in disguise) of the giant Vafthrudnir (and which was, of course, unanswerable) in the poem Vafthrudnismal. The riddle also appears in the riddles of Gestumblindi in Hervarar saga.[6]
The dwarf Litr was kicked by Thor into the funeral fire and burnt alive. Nanna, Baldr's wife, also threw herself on the funeral fire to await Ragnarok when she would be reunited with her husband (alternatively, she died of grief). Baldr's horse with all its trappings was also burned on the pyre. The ship was set to sea by Hyrrokin, a giantess, who came riding on a wolf and gave the ship such a push that fire flashed from the rollers and all the earth shook.
After the gods gathered their wits from the immense shock and grief of Baldr's death, Frigg asked the Æsir who amongst them wished "to gain all of her love and favor"[2] by riding the road to Hel. Whomever agreed was to offer Hel a ransom in exchange for Baldr's return to Asgard. Hermóðr agrees to this and set off with Sleipnir to Hel.
Hermóðr rode Odin's horse Sleipnir for nine nights through deep and dark valleys to the Gjöll bridge covered with shining gold, the bridge being guarded by the maiden Móðguðr 'Battle-frenzy' or 'Battle-tired'. Móðguðr told Hermóðr that Baldr had already crossed the bridge and that Hermóðr should ride downwards and northwards.
Upon Frigg's entreaties, delivered through the messenger Hermod, Hel promised to release Baldr from the underworld if all objects alive and dead would weep for him. And all did, except a giantess, Þökk, who refused to mourn the slain god. And thus Baldr had to remain in the underworld, not to emerge until after Ragnarok, when he and his brother Höðr would be reconciled and rule the new earth together with Thor's sons.
When the gods discovered that the giantess Þökk had been Loki in disguise, they hunted him down and bound him to three rocks. Then they tied a serpent above him, the venom of which dripped onto his face. His wife Sigyn gathered the venom in a bowl, but from time to time she had to turn away to empty it, at which point the poison would drip onto Loki, who writhed in pain, thus causing earthquakes. He would free himself, however, in time to attack the gods at Ragnarok
