Heimdall was a valiant Asgardian warrior and former guardian of the Bifrost.
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History
After another attempt by the Storm Giants to invade Asgard, Odin decided to choose a warrior to guard the Rainbow Bridge Bifrost which connects Asgard to Midgard. He invited three warriors to prove their prowess, Agnar the Fierce, Gotron the Agile and Heimdall. Heimdall was chosen because of his powers of perception, being able to see and hear across time and thus predicting a coming attack by the Storm Giants. After the attack was repulsed and their King captured, Odin chose Heimdall to be the guardian of the Rainbow Bridge.