How? Let's see....
We made a list of ideas that sounded good. (I actually ended up using variations of some others I came up with for song titles). I came up with that name as a possibility because of the "metal" feel of Odin (Norse gods seem very Metal to me - probably because of so many Power Metal bands' album art) combined with "Court" as a way of showing that no one in the band is "Odin", but we are all equal and in his "Court". (A footnote on this below).
Of all of the possible names, Odin's Court was the one we thought fit us best. Of course, later on I remember the song "Odin's Court" from Black Sabbath's album Tyr (which is tied for my 2nd favorite Sabbath album). This was coincidental, though of course, there is the chance that I was aware of it on a subconscious level. Anyway, that's the story.
Now my footnote. It is kind of funny, because I've posted under "OdinsCourt" for so long, some people start calling me Odin online. This was the exact opposite of the meaning of the name (since none of us was supposed to be "Odin"). Not too exciting, just something I found funny.
How did y'all come up with your band name?