Hel is the goddess of the underworld, which is also called Hel. She is routinely depicted with blue skin, and half-skeleton, half-human features.
Hel was the daughter of Loki and Angrböda, a giantess with whom Loki had an affair. Her siblings were Jörmungand the great serpent and Fenrir, the terrifying wolf. Odin and other high-ranking gods had heard terrifying prophecies about the three siblings and resolved to do something about it before they could cause too much trouble. They threw Jörmungand into the sea, they locked Fenrir in unbreakable chains, and Odin threw Hel into the realm of Helheim, or Hel for short. There, she was to make lodging and be responsible for the souls who died of sickness or old age, which he hoped would keep her busy.
When Loki tricked Hodr into launching the spear of mistletoe that killed Baldur, Baldur was ushered into Hel. Odin sent his son Hermod to beg Baldur’s return to the land of the living. Hel, having sensed she had the upper hand for once, agreed on one condition: that all the world weep for Baldur to prove that he was as loved as everyone said he was. Hermod returned the news to Odin, and indeed the world and everything in it did weep: except for one giantess, who was Loki in disguise. As a result, Hel kept Baldur hostage until Ragnarök.
Helheim was said to be beneath the roots of the Yggdrasil tree. The tree was said to hold the nine realms and Asgard, along with the Spring of Knowledge where Mimir resided.
Loki and Angrböda
The Underworld (Hel, or Helheim)