I ALWAYS assume i'm gonna die when i go out exploring. Everyone should have this mindset because it will give you pause and you start to ask some questions that you hadn't thought of earlier. Make sure you have materials to replace what you are taking with you when exploring.

I've seen Odin many times, a few times in the swamps i forget it's him and start shooting arrows thinking he's a wraith. Felt very stupid moments later. I've never seen Thor though.