The bird which transports you to Valheim is either Munin or Hugin. Munin is known as Memory, whereas Hugin is Thought, so perhaps Odin simply remembered your spirit and called it to Valheim. And while you are right about the Valkyries choosing the slain, circumstances seem to indicate you hardly had a worthy death: you are a warrior, but you have yet to prove yourself worthy of Valhalla. So the Valkyries might not even be involved.