There is not a lot abut theses two characters. But they play a part in the story.
Odin the all father in Norse mythology. He rules Asgard and is the real father of Thor. Odin has the power to lift Thor's hammer. Odin's staff has the power to summon the destroyer.
Odin Borson is the father of Thor and Loki and was the warrior-king of Asgard. A powerful but peaceful leader, Odin was the Allfather of all Asgard and was dedicated to preserving peace between the Nine Realms of Yggdrasil before his death at the hands of Loki.
Odin is a member of the Asgardian race, once looked upon by people of Northern Europe as Gods, and is the ruler of Asgard. At one time he led a force of Asgardians against the jotuns in defense of people on Earth. The Asgardians beat the jotuns back to their home realm of Jotunheim where Odin granted them mercy and offered them a truce. In the process, he also confiscated the Casket of Ancient Winters that gave them much of their power and rescued a baby jotun who had been abandoned in the conflict. The infant Loki grew up as a brother to Odin's real son Thor, and Odin kept the boy's heritage a secret in the hope that he would one day come to end the enmity between the two races.
Centuries after the Asgardian/Jotunheim war, Odin held a ceremony to name Thor as his heir but the event was interrupted by several jotuns breaking into Odin's vault. He activated The Destroyer in defense of the vault, thus ending the threat of the jotuns reclaiming their artifact but opted not to press the matter any further. Thor insisted that he launch an attack on Jotunheim but Odin rejected the idea, preferring instead to preserve the shaky truce. Thor then defied his father's will and launched a small-scale attack of his own. Upon learning of Thor's defiance, Odin went to Jotunheim himself and drew his sons and their friends back to Asgard. Thor had foolishly reignited the war with the jotuns and, for his transgression, Odin banished him to Earth.
Loki had discovered the truth of his long-concealed ancestry during the fight on Jotunheim and confronted Odin with the discovery. Odin could only relate a historical account of how he had found and rescued Loki before lapsing into his restorative "Odinsleep." With Odin incapacitated and Thor exiled, Loki seized the throne of Asgard for himself. He manipulated the others around him as Odin slept, even going so far as to arrange Odin's assassination at the hands of the jotuns, but when Laufey, King of the Frost Giants was about to kill Odin, Loki revealed his true plan of double-crossing and killed Laufey to make his father proud of him.
Odin finally awoke after Thor had secured a return to Asgard with an act of self-sacrifice and had defeated Loki. He raced to witness Thor grabbing hold of Loki's spear as Loki fell into an endless void and in turn grabbed Thor to prevent both of his sons from falling. Loki, dangling from the spear, looked up and appealed to Odin that he did what he did to make Odin proud of him, as he felt unloved. Odin quietly rejected this with a sad smile, and then watched with sadness when Loki released the spear and fell in to a vortex of time and space.
Some time later, Odin was approached by a sullen Thor. They both had suffered losses, and Thor had come to make an admission that he'd been wrong and hoped that one day he'd make his father proud. Odin, understanding the personal sacrifices that Thor had made for the good of three races, told Thor that he had made him proud.
Heimdall is the all-seeing and all-knowing Asgardian warrior-god and the guardian of the rainbow bridge, Bifrost, watching for any attacks on Asgard.
Heimdall the Gatekeeper is a servant of Odin All-Father and ally of Thor Odinson. He was the guardian of Asgard, standing on the rainbow bifrost bridge and denying access to any unauthorised beings. When the Frost Giants slipped past him (with the assistance of Loki Laufeyson, though no-one knew that) Heimdall was determined to discover how the enemies slipped past his all-seeing gaze, and allowed Loki, Thor, his friend Sif and The Warriors Three to travel to Jotunheim and confront the Frost Giants, against Odin's orders. This led to Thor's banishment.
The Gatekeeper reappeared when Odin fell ill and Loki became king; despite technically being the servant of Loki, Heimdall remained loyal to the All-Father, and allowed the Warriors Three and Sif to travel to Earth and help Thor combat the Destroyer (all this against Loki's orders). Loki used the Casket of Ancient Winters to freeze Heimdall solid for his treachery.
When Thor and the Warriors asked Heimdall to open the bifrost bridge so they could travel to Asgard and defeat Loki, the Gatekeeper displayed a huge amount of effort and broke out of his ice casing, opening the bridge. He then collapsed. Thor sent the Warriors and Sif to assist Heimdall while Thor himself dealt with Loki. Heimdall was later seen on the broken bifrost bridge, telling Thor that Earth may not be lost to them and that Jane is searching for a way back.
I think that bit sums it all up. Hope you guys learned a little bit more.
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