-Following a civil war fought between the gods, the Æsir and Vanir called truce, and affirmed their pact by spitting into a vat. From this spit, a being called Kvasir was born, already fully grown. Sound weird? Yeah. But, anyway, he was supposedly the wisest of the "gods" (although, it's not exactly clear whether he was considered a god or not. He's more akin to a godlike being -- and some texts even refer to him as a "man"), and could answer any question posed to him. He travelled throughout the world, spreading his knowledge, and acting as a teacher to both gods and men... that is, until two dwarves invited him into their home. Rather unwittingly, he accepted their invitation and was subsequently murdered by them upon entering (which, of course, was ironic, being that his knowledge was so vast, yet he was totally naive when it came to street smarts). The dwarves then drained his blood into a vat and mixed it with honey, creating the "Mead of Poetry", which conferred great wisdom upon those who drank it. In ASOIAF, Jojen Reed was a precocious boy who possessed wisdom far beyond his years, so much so, he was called the "Little Grandfather". He was born after Robert's Rebellion, and travelled beyond the Wall with Bran, acting as his teacher and guide along the way. Although not a greenseer like Bran, the gift of greensight was strong in him, and he answered all of the questions Bran posed to him about it. That is, until he was invited to the cave of Bloodraven and the Children of the Forest, where he was murdered and drained of his blood. The Children then mixed his blood with weirwood seeds, creating the wisdom-imbuing "weirwood paste" they fed to Bran. Or, at least, I think that's how (and why) it went down. Because, even though GRRM has yet to reveal Jojen's fate, all signs point to him being direwolf chow.
-Hati is a warg (i.e. a monstrous wolf) and a son of Fenrir. His name means "He Who Hates", and he is said to chase the moon through the night's sky. Come Ragnarök, he is foretold to swallow the moon. In ASOIAF, Hati is represented by Arya Stark, who is both a warg and a wolf. She clearly hates her enemies, more so than any of the other Stark children, as she recites a list of names of the people she wants to murder each night before she goes to bed. She is also "chasing the moon" in her quest to become a Faceless Man (FYI: a moon is carved on the door of the House of Black & White, which is where the Kindly Old Man trains her to become an assassin). So, her becoming a Faceless Man is a sign that Ragnarök has begun (i.e. she has finally caught the moon -- Valar Morghulis). On a side note, I believe Arya is destined to be killed in her sleep, while dreaming her wolf dream. Her soul will then be transferred to the body of Nymeria, who is stalking the Trident with a massive pack of wolves (i.e. the pack Arya has always wanted). Nymeria was a legendary warrior queen in Westerosi history who crossed the Narrow Sea with a fleet of ships in ancient times to conquer Dorne. Her relationship to Arya is symbolic in the sense that Arya's soul will transmigrate across the Narrow Sea into her wolf's body when she dies, to conquer the Riverlands and/or Winterfell. This will also be the opposite of what happens to Jon Snow, as his wolf -- Ghost -- will die when he is killed by the Night's Watch, as foreshadowed on the TV show, when Jon threatens the Wildling warg, Orell (i.e. "When I kill you, what happens to your eagle? Does it drop dead from the sky?" -- paraphrasing).
-Fafnir is a dwarf whose father is the richest man in the world. In an act of treachery, Fafnir murders his father and steals his gold. He then flees with the treasure and transforms into a dragon in order to protect it. And, although Fafnir is not involved in the Ragnarök mythology, he is the central antagonist in the tales of the legendary hero Sigurd (and, I have yet to identify Sigurd). So, it's difficult to say what role he will play in future events, but Fafnir is clearly Tyrion Lannister. Like Fafnir, Tyrion is also a dwarf who slays his wealthy father and then flees across the Narrow Sea to the protection of a dragon (Danaerys Targaryen). He then uses his supposed status as "heir of Casterly Rock" to join the Second Sons mercenary company, which in itself is a clue -- Tyrion is the heir of Casterly Rock... NOT a Second Son. He is Tywin's only son. But Jaime is a second son (second to Rhaegar), as is Jon Snow (second to Aegon), Bran (second to Robb) and Stannis (second to Robert). So, there is clearly something to that. But it's funny that the clues in both Tyrion's name (i.e. Tyr) and the Second Sons allude to Jaime rather than Tyrion. Perhaps Jaime is Sigurd? If GRRM used Thor as a platform for Hoenir, it's possible he could combine the stories of Tyr & Sigurd as well.
-[Edit: see post "Direwolves, Wargs & the Stark Children" for information about Rickon as Garmr. I had Garmr tentatively identified as Gregor Clegane in this post, but a commenter was able to make a much better connection to Rickon.] Garmr is the "bloodstained watchdog who guards Hel's gate". He is described as a massive dog, the "greatest of dogs", who will similarly slip his bonds at Ragnarök and attack the god Tyr. What's interesting about Garmr is that he was only added to the mythology in the 12th - 13th century by the Icelandic poet, Snorri Sturluson (inspired by the hellhound Cerberus, from Greek mythology) and was not present in the earliest tellings of Ragnarök. It is believed he is akin to Fenrir, and was substituted as an adversary for Tyr after Tyr was supplanted as the primary god in the pantheon by Odin. Prior to this switch, Tyr was foretold to prevail over Fenrir in his role as "the Mighty One" (i.e. Azor Ahai). And since Aerys & Robert Baratheon have already been killed off in ASOIAF, I believe GRRM is adhering to the earlier versions of the mythology. With that being said, we do seem to have a match for Garmr in Gregor Clegane -- the Mountain. While it's possible Garmr is Sandor Clegane -- the Hound -- Sandor is not quite as big as his older brother, and Garmr is described as the "greatest of dogs". Not to mention the fact that Sandor has a deep-seated fear of fire -- because of Gregor -- and is unlikely to back the Lord of Light under any circumstances (and, it appears he now walks in the light of the Seven, if we are to believe he's the monk Brienne sees on the Quiet Isle). However, Gregor is in perfect position to be converted to the Lord of Light, as he was killed by Oberyn Martell and subsequently resurrected by Qyburn. And, even though Qyburn is a disgraced Maester, rather than a Red Priest, the assumption here is that Gregor's zombified condition creates an avenue for the Lord of Light to manipulate. So, this could mean that Gregor will "slip his bonds" by breaking the hold that Qyburn & Cersei have over him and going rogue (not rogue, per se, since he's being controlled by Bloodraven, but rogue in the eyes of Qyburn & Cersei).
-Hrym is the captain of the ship Naglfar, which sets sail from the lands of the east to ferry hordes of giants into Asgard during the battle of Ragnarök. There isn't much to him other than that, but he's represented by Victarion Greyjoy, who has taken the Iron Fleet east to pick up Danaerys Targaryen and her dragons.