I was asked in response to my earlier post about my focus on Þórr, in this case vs Óðinn but I imagine it can apply to most any comparison.
It's partially based on history and partially based on personal experiences. Starting with history, Þórr was very much popular amongst the general population, and in a lot of ways it seems that while the political and military elite favored Óðinn for obvious reasons, outside of that it was Þórr (and Freyr) who tended to occupy the high spot in worship. In Adam of Bremen's description of the Temple of Uppsala, it's Þórr whose statue occupies the central and most prominent position with Óðinn and Freyr flanking him.
Using theonymic place names (I don't remember if that's the totally correct term) to help fill in the gaps, Þórr also seems to be widely popular in terms of places named after him while Óðinn is more popular in certain areas, especially in Denmark iirc, but that kinda makes sense as well since the martial aspect of the culture was more prominent and a lot of power consolidation was occurring there. Same with spots in Norway. Meanwhile, Iceland has a total or near total absence of place names containing Óðinn as an element, but they were also more conservative and resistant to the sort of power consolidation that was going on in the mainland areas, and remained more democratic. This also lends credence to Óðinn's increased popularity amongst nobility and military elite.
Beyond that, runic inscriptions such as ᚦᚢᚱ᛫ᚢᛁᚴᛁ (Þórr vigi, Thor bless/protect) in a number of places and his function as a consecrator, hallower, etc suggest that he was pretty well regarded as a protector and guardian figure. Terry Gunnell's Pantheon? What Pantheon? article also shows how he may have been worshiped as a sort of all-purpose god. It also suggests that the average person may have only really had one or a small handful of gods whom they normally worshiped, and that worship of a larger pantheon or family of gods was likely reserved for major gatherings where people from a variety of backgrounds were in attendance, such as the blót at Uppsala described by Adam of Bremen.
On a personal level, I simply feel a lot closer to Þórr than I ever really have to Óðinn. My hobbies and interests, while sometimes venturing into Óðinn's territory such as poetry, galdr, etc.; tend to be more in line with what feels like Þórr's area such as smithing (I feel no connection at all to Völundr), brewing, etc. Plus he's always had more of a "highly respected friend" feel to him, at least to me personally. I don't really know that I'd call my self a henotheist, there are a couple of other deities with whom I feel a closeness and to whom I do give offerings and prayers on occasion, but I'm not far off from it. At least for major deities; I do give offerings to my house and land spirits as well, but that's on a separate level.
And this isn't to say that I straight up don't like Óðinn or that I feel it stupid or incorrect to worship him (although I won't say that he isn't often a dick); absolutely not. It's just not what I've come to feel is really right for me. But that's also kind of the beauty here. While there are certain things that are pretty solidly central and important to Old Norse religion or religious systems, there's no real mandate on whom one has to worship, and as more research is done there's more evidence suggesting that this sort of variety was more commonplace historically than has previously been thought.
Okay, I can kinda see why Tumblr was cutting me off there.