Odin's keeping tabs on you while you are going about your time in Valheim, observing & waiting. Checking on your progress.

Best to kill something in front of him as a small sacrifice as he watches silently judging you from the shadows. Kill one of his many enemies, and throw him the trophy. He will vanish if you approach him, But he will return yet again, watching you ever so carefully.
He has chosen you, for he sees greatness in you, but also wants to challenge you, and now preparing you, priming you even, for what is to come, for what lies ahead will be no easy feat Sharpen your weapons, gather & hunt your food, build your shelter.

Defeat the forsaken, at any cost, for the greatest of feasts ever witnessed in Odin's great halls of Valhalla await.