Legends
There were many stories told of these gods and monsters, and these are three of my favorite.  One day, Balder dreamt of his death.  He only saw that he would die soon, but not what would kill him.  This worried the Aesir, so they sent Frigg (a goddess) to get an oath from everything not to harm Balder.  She got an oath from all people, gods, giants, animals, and plants not to hurt Balder in any way, and figured her job was done.  Well, Loki discovered that a bush called Mistletoe hadn't taken this oath, because Frigg didn't think it was harmful.  Loki then found one one of these plants and made a dart from one of its branches.  Well, being the fun-loving creatures they were, the Aesir were having a fun time throwing darts at Balder, as nothing could hurt him anymore.  Loki tricked Hermod (Balder's blind brother) into throwing his special dart at Balder.  Hermod decided to join in the fun, because nothing could hurt Balder anyway, but ended up killing his brother.  All the Aesir, especially Hermod, were very upset, so they sent Hermod down to Hel to get Balder back.  Hel said Balder could come back to life only if every living thing wept for him.  The giantess Thokk (who might have been Loki in disguise) would not weep, so Balder stayed with Hel in Hel. 
Another story told about the Aesir involved Fenrir.  The Aesir had raised Fenrir since he was born, but now he was getting to big, and the gods were afraid of him.  They decided to tie him up so he couldn't hurt them.  They tried two iron chains to bind him, but he broke free of both.  The dwarves then created a silken thread of six impossible things that could hold anything.  Fenrir agreed to be bound if one god would place his hand in Fenrir's mouth while they bound him.  The god Tyr agreed, and he lost his hand, but Fenrir was bound. Tyr was then known as the god of duty, because he sacrificed his hand to the greater good. 
The greatest story of all was called Ragnarok, and it told of the apocalypse, a great final battle between the gods.  Ragnarok would be proceeded by three great winters, when fights would break out among all men.  Next, two wolves will eat the sun and moon, and three roosters will alert the gods and giants, and raise the dead.  Fenrir, Loki, and Jormundgand would be released from their prisons, and all creatures would go to the great battle field of Vigrid for the final battle.  Thor and Jormungand kill each other, as do Tyr and Garm, and Loki and Heimdall.  Fenrir kills Odin, but Odin's son kills Fenrir.  The nine worlds would be destroyed, and a new one would be formed with no evil.