Awesome Art: The most lauded aspect of the comic is its lovely illustrations. It does an excellent job being visually striking and depicting the grandness of the Norse god's adventures, whilst still being cartoony and having a healthy does of goofiness to its style.
Ensemble Dark Horse: Loki. So much. He always had a big role in the comic, but when the later albums come around he's arguably become the main character.
Loki's conversation with Hel in the beginning of The Ballad Of Balder.
In Cry Wolf, Loki and Heimdall trying to lure the escaped Fenris Wolf into their trap, walking down the forest while Loki talks in a loud voice about about "delicious bones with lots of tender marrow." The cartoony expressions of Fenris as he follows them and licks his chops in anticipation sells the scene.
In the same album, Tyr sends out the army against Fenris. They proceed to trample Frey's crops in their march, startling all the livestock, and in the middle of it all, a small group of soldiers are roasting one of the cows on a spit. "We found a cow" they tell their enraged sergeant.
Genius Bonus: Valhalla's slaughterhouse, where the magically regenerating pig Særimner is butchered every day, has a poster on the wall with the text: "Asgardian pig is yummy - it is full of mold". At the time of publishing, most Danish readers would recognize this as a Shout-Out to a then famous satirical poster mocking industrial farming, saying "Danish pigs are healthy - they are full of penicillin". Few, however, would notice the underlying joke: Penicillin was originally derived from mold.
A comic has Balder and Hela get together. In the Marvel Comics Balder and Hela were briefly affianced to each other.
Balder, the ideal man with cleanshaven looks and mullet, has more than a passing resemblance to He-Man.
Jerkass Woobie: Loki. He may be greedy, self-centered and slightly malicious, but he takes so much abuse for his schemes that it's hard not to feel a little sorry for him.
Odin's Last Stand against the Fenris wolf at Ragnarok, and the accompanying narration, takes the cake.
All of the Ragnarok sequence, really. Gorgeous art, accompanied by verses from the "Voluspa" and "Havamal".
Thor's third battle with the Midgard Serpent. When Heimdall expresses amazement that the thunder god is holding his own against the monster, Tyr simply replies: "Of course. He is Thor!"
Moral Event Horizon: Surtr is set up as an exceptionally nasty jötunn when he is shown torturing Fenrir and then unleashing him on humans that were ordered to feed him. But we realise that he has crossed by far when he reveals that he fed Freyja to Fenrir.
Nightmare Fuel: Compared to the usual light-heartedness of the comic, Tyr's abusive family in "The Serpent in the Abyss" (and the way the usually heroic god is reduced to a cringing wreck by facing them) is definitely not Played for Laughs and is pretty distressing. Making it all the more cathartic when he finally tells his father where to stick it.
They Wasted a Perfectly Good Character: While most Norse figures are utilized incredibly well in the comic, fans do feel that a few were underutilized. Most notably Loki's children don't get featured too often and only Fenrir appears in the final comic despite all three playing important parts in Ragnarok.
Novel
Genius Bonus: In Valhalla, a character named Valfar gives Violet a tour of the ravine and its power plant, which can only be described briefly as a cavalcade of quantum physics jokes, puns and concepts.
