[quote=@Mr Allen J]
[@Fat Boy Kyle] Oh yeah, another concern that comes to mind is the fact that he can't exactly die. Whenever his host dies, he can just expel his parasites and inhabit another.
[/quote]

He's certainly able to cheat death more than most, but there's still plenty of ways to kill him:
[list][*]Extreme conditions (e.g. really hot conditions or really cold conditions) will kill the parasites. So setting him on fire ought to do the job!
[*]The parasites can starve when they are left without a host; so you could just kill Odin by making sure he dies in an air-tight room. Or make sure those fighting him are wearing hazard masks. 
[*]There's bound to be various chemicals and medicines which can kill him.
[*]He can't eject mid-merge, so during the long merge process he's completely vulnerable. So unless he dies in a one-on-one fight with no one else around, this actually means he's still fairly screwed if he tries to merge in or after a fight. 
[*]Degenerative diseases and mental illness can screw him over.[/list]

To be honest though, I think that this character could perhaps be a bit too contentious. I think I'll withdraw the CS. No hard feelings I hope :)