For my Aesir daemons, I tried to use animals that would have been known to the vikings. Loki and Heimdall are the exceptions, but I thought with Loki's love of travel and reading, and Heimdall's ability to see everywhere, they might have seen some other animals to pick from.
Galdra (Old Norse, from 'Galdr', meaning 'magic staff')
an alien variation of a caracal.
Caracals are desert lynxes, with the ability to form a variety of sounds. They are solitary, and travel great distances to find their own territories. They are very agile, and adept hunters, who stalk their prey, and who can leap high enough in the air to catch a bird in flight.
Brynja (Old Norse, meaning 'armor')
a polar bear.
Polar bears are extremely powerful hunters, who use different techniques to attack their prey, depending on the situation. They are cautious in confrontations, and will only attack when severely provoked. Bears were considered a suitable gift for a king in the Viking age.
Runi (Old Norse, meaning 'secret lore)
a norwegian lynx.
Norwegian lynx are sleek, agile cats, who hunt their prey with stalking, ambushing, and stealth. They raise their children, and teach them to hunt. Lynxes drew goddesses carriages in Norse mythology.
Avindur (Old Norse, meaning 'against the wind')
an arctic wolf.
Arctic wolves are unafraid of people, and fierce hunters. They live in packs, and hunt as a group, with an alpha male and an alpha female.
Fandral -- Nanna (Old Norse, meaning 'daring'), a pine marten. I wanted something sort of agile and swashbuckling for Fandral, and pine martens are quick and known for being some of the best hunters amongst the tree tops.
Volstagg -- Thruda (Old Norse, from 'Þrùð' meaning 'strength'), an Asgardian wild boar (rather similar to a warthog). Volstagg is known for his strength in battle, so I wanted something sturdy and solid for him. He's also portayed as big eater and on the heavy side, so I thought a pig would do him nicely. And her tusks give her an air of danger, which means she can hold her own, despite her size.
Hogun-- Emine (Turkish, meaning 'honest/reliable/trustworthy'), a short-eared owl. Hogun seems to be based on a Mongol culture, rather than a Viking one, so I choose an owl native to Mongolia, and a name from Turkish (which was common amongst Mongol peoples during their empire). Hogun is supposed to be the wise and measured one of the Warriors Three, and owls are thought to be wise by stereotype. He's also known as 'the grim', so I chose one with a grumpy face.
Heimdall-- Saga (Old Norse, meaning 'seeing'), a mantis shrimp. Mantis shrimp are badass little things, who have the most amazing eyes amongst the animal kingdom. They have trinocular vision, and can see in multiple spectrums. They are also rather viscious, and have been known to break the tanks when kept as pets. And they are rainbow coloured, and Heimdall is in charge of the rainbow bridge.