Fylgja is commonly presented as a spirit that follows you or precedes you; sometimes in the form of an animal, sometimes in the form a woman; sometimes the fylgja will appear to you in dreams, and in rare cases you may even see the embodiment of it in the real world. I think that one's fylgja is the manifestation of one's unconscious, and everything that entails.
I came to this conclusion while I was on a walk through the woods, and I wasn't quite sure how to get back from where I came. I thought I knew which path to take, but it was more of a feeling than actual knowledge of where I was going; I had a "gut feeling" that I should turn down a certain path because I thought I recognized it. When I went down that path, it became more an more familiar to me until I knew for certain that I was indeed heading the right way. I think this was my fylgja guiding me. It was the embodiment of myself, my spirit, preceding me and leading me through an area I was unfamiliar with.
I believe that this concept has a duality to it though, that not only is it a manifestation that can help in the physical world, but it can also be representative of how you perceive the physical world. I think this is why the fylgja is sometimes described as an animal: if you are a thinker and a surveyor one might say your fylgja takes the form of a hawk; if you are someone that has a strong will and pushes through life's obstacles, one might say your fylgja takes the form of a boar.
The Hamingja on the other hand is usually seen as the embodiment of one's luck. It can sometimes be seen as a personal spirit or a familial spirit, but is always seen as being benevolent. I think that this concept can be equated to one's "environment" if you will, which is why there is the personal and familial duality.
You are born into your family without choice, likewise your environment (race, sex, class, etc) is given to you. However, your actions in life can change that environment; if you work hard, strive to do what is right, and live a just life you can strengthen your hamingja, or in more literal terms, create an environment where good things will happen for you. This spirit is considered your luck because as we all know, bad things happen to good people, but by working on strengthening your hamingja you can "stack the deck" in your favor so you are more likely to have a good outcome than bad.
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