Something fairly unique to the Norse pantheon is the fact that our gods die and grieve the loss of their own. Mimir, Baldr, Kvasir, and Odin die (and that's just an abbreviated list, if you take into account less central figures and Ragnarok).
Mimir still operates with some degree of life after he is decapitated/killed as a hostage during the Aesir and Vanir war. Odin brings his head to the well at Yggdrasil's base where Mimir acts as an oracle of sorts.
Baldr is an example of "permadeath" in the Norse myths. Baldr is taken to the underworld and, despite all the gods' best efforts, he remains there. The gods have grieved their family and loved ones as we do on Midgard; they share in our pain and in knowing that pain, they can help us through it.
Kvasir's death is chronologically rather bizarre (as much is with Norse mythology). What we know is that after the Aesir and Vanir war, the gods spit into a jar. This life energy then became Kvasir. We also know Kvasir was instrumental in the capturing of Loki, and that Kvasir was ultimately killed by dwarves who made Kvasir's blood into wisdom-gifting mead. The order of these myths can get a bit confusing but due to that fact, Kvasir's death is more in-line with Mimir's in terms of emotional impact to the gods and overall impact on the myths.
Finally, Odin. If most people know anything about Odin, it is that he is a god who sacrificed himself to himself. For nine days and nights he hung from Yggdrasil in search of wisdom and magical power. After he died, Odin was reborn with the gift of runes (which in and of itself encapsulated several tremendous powers).
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