Between the world of humans and the world of the gods a bridge of light is stretched: Bifröst, the rainbow. It is the most beautiful structure of the North – and one regarded with unease, too, for it will not last forever.
The name Bifröst (or Bilröst) probably means „the trembling, swaying stretch“ – the bridge quivers under the hooves. It joins Midgard with Asgard. For the Northmen, then, the rainbow was no mere weather-sign but the visible road of the gods.
Snorri explains the three colour-bands of the rainbow ingeniously: Bifröst is built of three elements, and its red band is blazing fire – it keeps the frost giants from storming the bridge. Whoever is not a god burns as they cross. Only Thor never takes it: he wades through the rivers, so that his thunder-heat does not set the bridge ablaze.
„Very strong is it built, and with art,
yet it will break when Muspell's sons ride.“
— after Snorri's Gylfaginning (sense after Karl Simrock, 1851, public domain)
At the heavenly end of the bridge, by the fortress Himinbjörg, stands the god Heimdall on watch. He needs less sleep than a bird, sees a hundred miles by day and night and hears the grass grow. He is the warden who guards Bifröst and thereby all of Asgard – and who at Ragnarök blows the Gjallarhorn, whose sound pierces all nine worlds.
Daily the gods ride across Bifröst to their thing (court) at the well of the Norns beneath the world-tree. The bridge is thus not only a border but an everyday road – the place where heaven and earth touch each other each day.

Heimdall & the Gjallarhorn · Asgard · The nine worlds · Ragnarök · Surtur.
Poetic Edda: Grímnismál, Fáfnismál. Snorri Sturluson, Prose Edda (Gylfaginning: building, colours, Heimdall's watch, end at Ragnarök), c. 1220. German public-domain translation: Karl Simrock, Die Edda (1851). Scholarship: Rudolf Simek, Dictionary of Northern Mythology; John Lindow, Norse Mythology (2001).