The Mysterious Three. In Scandinavian mythology The Mysterious Three were "Har" (the Mighty), the "Like-Mighty," and the "Third Person," who sat on three thrones above the rainbow. Then came the "Aesir," of which Odin was chief, who lived in Asgard (between the rainbow and earth); next come the "Vanir," or gods of the ocean, air, and clouds, of which deities Niord was chief.