The Nine Lands
Every living thing in Norse myth lived in one of the Nine lands (or the tree they were in), even the gods.  It was thought that all nine worlds were contained in a giant ash tree, called Yggdrasil. There were three levels on Yggdrasil, and one of its roots led to each one.  One level led to Hel, the Underworld, and Niffleheim, the land of ice and darkness.  Also on this level was the fountain of Hvergelmir, which measured time and was the source of all rivers.  The second level contained the lands of Midgard, Jotunheim, Nidalvellir, and Svartalfheim.  Midgard was the home of humans, while Jotunheim was the land of giants.  This level also contained the fountain of Mimir, where all wisdom dwelt.
A big, crazy tree with lots of roots!
A stone carving
Both of these pictures represent the great World Tree, Yggdrasil
The third, and highest, level of Yggdrasil led to Asgard and Vanaheim, th e homes of the two species of god.  It also led to Alfheim, the dwelling of elves; and the fountain of Urd, which was used to water Yggdrasil.  Bifrost was a rainbow bridge that connected Asgard to Midgard.  In Asgard, the was a gold palace and a silver one, and in one of them was Valhalla, the great hall of Odin.  Valhalla was the plce soldiers went if they died in battle.  It had 540 rooms to house 800 warriors each, and the roof was made of shields.