[@Komager] There are, broadly speaking, two afterlifes which a Norse person can look forward to: if he died an ordinary death from sickness, old age, etc., then he goes to the less pleasant one.

If he dies with a weapon in his hand, he goes to Valhalla.

The Valkyries are the spirits which carry dead warriors' spirits to Valhalla, at which point these men become "Einherjar." These spirits will be instrumental in the coming battle between the gods, Ragnarök, because they will fight on behalf of Valhalla's ruler, Odin.

Also note that an eternal winter, "Fimbulvetr," preludes Ragnarök, during which the sun dies and all life on the planet will eventually cease. The Final Winter and Ragnarök mark the end of the world, basically.

But the Valkyrie are nowhere to be found in this version of the story, so basically, it is deduced that a cosmic force has conspired to weaken their side in the coming war, the side whose army should be filled with Einherjar. Without the Valkyries, no more Einherjar can enter Valhalla and fight for Odin.

Warriors who fall in battle during this time are probably becoming world-wandering ghosts, or worse, they're being sent to the [i]other[/i] underworld, the one reserved for non-warriors.

To summarize, the world is currently a doomed shithole. The sun is gone, and people cannot go to Valhalla no matter how bravely they have died. This is an expedition into uncharted, hostile territories in order to restore balance to the forces of life and death. Rescue the Valkyries so Odin's army can win Ragnarök.