One of the things I love about Norse Mythology, is that it's so piecemeal. That seems kind of a weird thing to say, but just stay with me for a minute.
What we have of Norse Mythology are remnants passed down through oral tradition, and not put down on paper until after 1100AD (as late as 1200-1300 in some cases), in the Eddas and sagas. I'm sure you've heard me talk about this before, but it bears repeating. We have no written record before this time, and the dates are not exactly during the Viking glory days, but more toward the end of the era. These facts were not the only serious factors which influenced these sagas and stories about the gods as they were finally written.
For starters, one of our greatest sources for Norse Mythology was written by Snorri Sturluson (around 1200 AD). He's attributed with writing the Prose Edda which contains a very coherent account of the Norse gods, the creation of the(ir) world, and its destruction. But Snorri himself is clearly looking at the stories of the gods which he's transcribing as MYTHS surrounding actual men who may have lived, not as truths of living gods. Not to say that he was wrong, but this context is certainly something that should be taken into account when reading. Snorri's Christian viewpoint may certainly have corrupted the stories, even if the fact that he was writing about them on the way out, didn't.
This Euhemerization of the gods is not unique just to Snorri's transcription of the Norse gods, either. Why? Because the year was 1200 Anno Domini and Christianity had become pervasive. The Christian worldview of One True God was impossible to avoid completely. We have to take into account, when reading these sources, that either the writers of the Sagas were influenced by Christianity themselves, as believers, or that in order to justify and preserve the mythology they believed, they had to make it fit inside the Christian world, by making the gods into men, instead of immortals and creators with power in their own right. (And the fact that the gods are sustained only by Golden Apples, and not their own power, could be seen as evidence of this too--Are these Golden Apples stolen power from another God? from THE God?)
These issues are fundamental to our understanding of Norse Mythology and the gods themselves. Unlike Greek and Roman mythology, which was written down centuries before Christianity was conceived of, Norse mythology was recorded under the scrutiny of the church, even if it was (in the best case scenario) from a distance.
What this leaves us with, are pieces of an old oral tradition finally written down under various pressures of constraint, in coherent chunks and incoherent fragments. And through these pieces we search for the truth of the history. The truth of who these gods were believed to be, in their golden age of worship. There are some gods we know very little about, beyond a phrase or a line here, and a mention there. It leaves a lot of room for interpretation, and a lot of room to wonder what we don't have. Accounts can be so thin, that a reader can easily imagine what other characteristics the god or goddesses have to suit their own preference.
Thor's wife, Sif, for example is only related to us in any real detail in two places. A story in the Skáldskaparmál (from Snorri's Prose Edda) during which Loki shaves off her hair in the night as a cruel prank, and within a poem called the Lokasenna in the Poetic Edda where Loki insults by turns the majority of those residing in Asgard, Sif included. Sif is greatly upset by the loss of her hair, and Loki, to make amends (and probably to prevent Thor from delivering a beating he wouldn't soon forget) retrieves for her a wig of golden hair from the dwarves to replace it. In the Lokasenna, Loki accuses Sif of taking him as her lover. We don't know if Sif actually did have an affair with Loki or not, as it is neither confirmed nor denied anywhere else in the remaining myths and she doesn't refute it in the poem.
We know Sif is beautiful, but other than these two accounts, we know nothing about her character. My own interpretation of Sif from these bits and pieces is of a vain goddess, and from the way she addresses Loki in the Lokasenna it almost sounds as though because of her relationship with him, she expects him not to insult her. I wouldn't be surprised if Loki appealed to her vanity to get her into bed with him, since Thor is so often out wandering and getting into fights with giants.
There are other gods that we know much more about from these sources. Thor himself is accounted for quite well. He was kind of the everyman's god. Not the brightest, but a great lover of feasts, drink, and feats of strength. He could outdrink and outwrestle anyone, and was happy to prove it. For all of that though, he was a defender of his people, even if his solutions were often simply to threaten to deck whatever and whoever the threat was with his hammer. The Edda's are littered with stories about Thor slaying Giants and getting into trouble with Loki. We even know what Thor's role will be at the end of the world--that he'll die slaying the Midgard Serpent, one of Loki's bizarre children.
What accounts for the fact that we have so much information on Thor, and so little information about his wife? We could assume that it's just the result of a patriarchal society. Maybe Sif never was fully developed. But it's also entirely possible that we just don't have the stories anymore. That the patriarchal Christian world during which the stories were recorded did not leave room for further elaboration regarding Sif's character. Maybe it wasn't thought important enough to preserve, or perhaps Sif's character was too empowering to women to be tolerated by the church. Or maybe she was weak, and in the Viking age, her stories weren't seen as worth passing on by the culture. I don't know. And if anyone does know, then I haven't come across the information in my research.
But it's exactly these holes that make Norse Mythology so interesting to me. It gives me room to fill in the gaps on my own, and space for my imagination to play within the framework that's been established. The mystery is what makes them fascinating!
Remind me to write one of these days about my theories regarding mythology and the lines between fiction, mythology and history.